The thing (well, a thing) about privilege is that access to material and social advantages doesn’t automatically make you a stable and grounded person. So it takes a lot of time, thought, and self-reflection to go beyond denial or guilt to get to a place where you can calmly think “this isn’t my fault, I don’t want the system to be like this, but it *is* like this, and I’m part of it, and of course (insert relevant group of people) are angry, and the world will be so much more interesting once we’re all genuinely equal and nobody is superior”. And then you stop being afraid and hopefully start to think of tiny ways in which you can make things better.
We’re not all brought up to be thoughtful, calm, and non-defensive, and our educational systems certainly don’t teach these skills. All we can do is start where we are and try to keep moving in the right direction.