If you believe that you live in a country that does not care about your tribe or your gender, you are privileged. You have grown up in a Kenya that has enabled you to not know otherwise. You don’t need to be sorry about it, because you didn’t create it. It’d just be lovely for you to someday understand it.
Privilege is when you get conscious or unconscious benefits from a demographic trait about yourself that you cannot control. These benefits may be overt (getting paid more as a man) or they may be covert (being able to walk down a street alone at night without fear of violence). A privilege does not have to be something positive; it can simply be the lack of something negative.
Privilege is not personal. Privilege is institutional and cultural. You have privilege because you are part of a group that has privilege. It is not because you are special or different or better in anyway (any more than those without privilege are not special or are worse in any way).
So when someone says “check your privilege”, what they mean is embrace and admit that you have preconceived notions and a specific world perspective, and to set those aside for a second and just listen.
(Credited to the authors of the below posts: