Although knowledge is power, all the knowledge you now have makes you feel helpless. What should you do with your privilege? How can you help? How do you do your part to make things more equal? You're only one person, so you feel horrible that you can’t do anything to help except pay attention.
You try hard not to slip into feeling guilty, which will only lead you to feeling resentful and angry. The world does not need more resentful people. The world needs hopeful people, so you start to have hope—or at least, you try.