My favorite "Ah-ha!" illustration of privilege actually came from someone culturally and politically towards the Right:
Imagine you're gay, and you're hanging out with a new friend of your gender, who does not share your orientation. At what point is it appropriate for you to disclose your orientation to your friend? Too early, what if you're seen as coming onto them? Too late, what if you're seen as not trusting them? &c.
Not having to ask yourself that question is a form of "hetero privilege". It is a burden that, as a cis-het person, you will never face.