THAT is male privilege. It doesn't mean you skate through life without any problems. It just is a term to describe how you don't have to deal with some things based on nothing more than you being male. (Or, white, wealthy, able-bodied, etc.)
In Sociology at (secondary) school, whenever our teacher taught about Feminism as part of the course, she apologised and rolled her eyes, and most of the class groaned and complained and laughed a little too hysterically at everything that lesson.