Right, but being educated requires listening. You can't educate yourself and become a better person if at the first hint that perhaps you are inadvertently doing something wrong (through privilege) you become defensive and refuse to accept that there is a problem.
No one is perfect, that isn't the point at all. There is literally no one who will not behave in a problematic way at some point. The difference between someone who genuinely wants to improve and a bigot is that the bigot will not listen when they are told how their behaviour or the behaviour of a group of people affects others. If someone tells you not to say something because it is hurtful, the appropriate response is to learn from that and not repeat the behaviour even if you don't understand the reasoning because you don't want to cause harm.
Example:
You are in a bar, you comment that a girl you know looks like a slut. Someone calls you out on your sex shaming and explain why it is problematic. You are shocked because you think of yourself as a jolly good chap and not sexist. You can either accept that maybe your behaviour was problematic without realising it and resolve not to do it again. Congrats! You really aren't sexist, +10 points to personal growth. Or you can dismiss the notion away, afterall you've never been shamed like that so obviously it's a load of bitter feminists causing trouble, right? Congrats, you are dismissing the experiences of other people as meaningless because they differ from yours and are helping to perpetuate the sexism you think you do not have, welcome to Bigotsville.
As I've said recently we ALL do things like this. When reading critiques of white feminism by black feminists I often get quite defensive and agitated and have to fight the urge to defend white feminism. But I don't because I accept that as a privileged white woman I can't dismiss the cultural experiences of others just because they tarnish something I hold dear. Instead of I need to make sure I don't do any of those problematic things (note to self: do not hold feminist conferences on former slave plantations now luxury resorts and mock black woman who complain about the cultural insensitivity) and if possible work with WoC feminists to make sure feminism as a whole lifts its game. Going back some years I was even one of the girls who used to say that feminism wasn't needed and that it was more about disliking men and causing trouble than anything else. But my mother and grandmother sat me down and explained to me why that view was wrong.
Edit: Even more recently I've stopped using the term slut shaming and replaced it with sex shaming because I read how there are many problems with the notion of reclaiming the word slut as one has to be in a relatively privileged position to be able to do so whereas to many women labelling themselves as a slut to reclaim it can get them in all kinds of trouble, amongst other reasons. I have some trouble seeing how it could be so but I'd rather not take the risk of marginalising less privileged women simply because I don't have the same experiences that they do.