Hey, I'm a white male ...

And I haven't got my privilege ...

Can I, like, demand a refund or something?

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Unless you live in a big city I bet most white people walking past you on the street have a different vibe than if you were black. Same if you were walking in a store in a "white" town or going in for a job interview. Same holds true if you were visiting a lot of countries.
So yeah...there's some privilege there. Where it gets tricky is you had nothing to do with it.