Everyone needs to feel good about who they are which includes racial identity as well as ethnicity. I find that it is very difficult to have a productive conversation about the need for affirmative action with people before they have at least a preliminary understanding of the concept of white privilege. There was a denial of such a phenomenon. Most of the reaction has to do with a feeling of powerlessness. The idea that some people get benefits without asking, without earning them, etc. is an uncomfortable idea, especially for the recipients.
Field based research helps here too.
Send students to the mall, and ask them to watch what happens in stores when customers of color enter vs. white customers, or ask them to go in racially mixed pairs to test out people's responses. Providing first person narratives and videos are hard to refute, but the new awareness can be painful, and students can get angry at you for opening their eyes to it. In reference to immigrant groups and whiteness, I think it is important to acknowledge that there are multiple forms of privilege. The intersection of class, race, religion, etc. is important to acknowledge. However, the history of whiteness in the country is that assimilation is eventually possible for some and not for others, and privilege is attached to that eventually if not immediately.