Here's the best example I've heard. A professor trying to explain this topic says the following:
You've all come to the classroom today and sat where you want. For the purposes of this lesson, we'll assume where you sat, is your lot in life. Now, I want everyone to take out a piece of paper, write your name on it, and then crush the paper into a ball." He then proceeded to grab the trashcan, and put it atop his desk. "Everyone gets to throw their name toward the trashcan, and if you make it, I'll improve your semester's grade by one notch: C will get a B, B will get an A, etc." Several of the folks in the back row started complaining, that it wasn't fair. "Life's not fair either; besides; you sat where you chose to sit."
So everyone tried, and (no surprise), the folks up front had a rather easy time of it, and the folks in back all missed. Then the professor spoke:
Two things: One, that whole thing about raising your grade based on a piece of paper in a trashcan? I was lying.
"Now to the important point:" And he turned to the people in the front row. "What the hell is the matter with you? You knew it was unfair, particularly to the ones in the back, and NOT ONE OF YOU spoke up on their behalf. Instead, all you could see was how close you were to the goal, and how easy it was for YOU to succeed. THAT'S privilege."