What does privlidged mean?

This evening as preperation for a Spring Break trip to New Orleans there was a Learn to Serve program put on by the Office of Service Learning here at Hamline. One of the things we discussed was what privlidged really means. We began by reading various statements that privlidged people would be able to say. Some of them would include:
I can marry the person who I love legally.
I don't have to be conscious about taking the best lit path home every day.
I can safetly assume any store will carry makeup etc that compliments my complexion.
I have never had to show proof of payment before getting services.
I have never had to order through a plexiglas window.
I don't have to think about being able to sit in a chair at the movies or on an airplane.
And the list continues.
I have always thought of myself as privlidged. Well that is ever since I came back from a trip to Kenya, East Africa right after Christmas of my 8th grade year. When I was shoved headfirst into a culture that was 100% different from the one I was used to and shown what another culture sees as the norm I realized I had more perhaps than I deserved. This is once again shown. There were so many things that were read that I don't have to consciously think about, however being female I do have to consider when walking home at night what the safetst way home is and how to stay safe. Even though I have to consider this every time I go home I am still privlidged. So, obviously one of these events doesn't make you underprivlidged. But what does make you or me underprivlidged? Question for thought!