In the U.S., white privilege is the lived experience of greater social/political access, representation and entitlement, and material and economic security that people considered white have as a result of white supremacy. It's important to note that while many white people are oppressed on the basis of class, gender, sexual orientation, ability, religion, culture, ethnicity, etc, it is still true that ALL white people benefit from white privilege in various ways.
In the above video, Joy DeGruy discusses white privilege in the context of an interaction at a grocery store.
The above podcasts with Brian Lowery discusses white privileged, the factors that drive many white Americans to ignore and even deny that white privilege exists, and what he believes needs to be done to combat racial injustice. There are no captions to the video above, but a transcript for the podcast is available here.