A bit of a controversial topic today: let's talk about privilege. As that is a vast topic, I shall limit myself to privilege specifically when it comes to language-learning and specifically as it relates to native English speakers and Westerners.
Expectations
The biggest privilege that native English speakers have is that they are not expected to know other languages, no matter where they go. If an American travels to China, nobody there expects them to be able to speak Chinese. If an American travels to Germany, nobody there expects them to be able to speak German. The same cannot be said about a Chinese person for example: Chinese people are expected to be able to speak at least English when they travel to Germany or America; it would be preposterous for a Chinese person to walk up to a hotel reception and expect to be able to speak Chinese, even though Chinese has twice as many native speakers as English.
There appears to be a bit of a racist hierarchy in how we perceive the obligation to learn languages and it's always one-way: one side is expected to learn the other's language while the other one isn't. Part of it might look like this:
English
German
Russian
Croatian
Vietnamese
That is: a Vietnamese person working in Croatia is expected to learn Croatian, while a Croatian expat in Vietnam is not expected to learn Vietnamese. A Croat traveling to Russia is expected to know Russian, while a Russian traveling to Croatia is not expected to know Croatian. If any of the above come to Germany, they are expected to know German or English, while Germans are not expected to know Vietnamese, Croatian or Russian. However, Germans are expected to know English if traveling to an English-speaking country. English speakers top this hierarchy: no matter where they travel, they are never truly expected to have learned the local language.
This means that every Westerner has the privilege of being able to travel or even live as expats in vast parts of the world without being expected to learn the language, while non-Westerners are generally expected to learn the language of Western countries they live in. This expectation is reflected in the words "expat" and "immigrant". If an "immigrant" fails to learn the local language, public opinion is quite harsh on them. If an "expat" fails to learn the local language, that is sad but common, expected even, and generally accepted. Often comparative wealth is key to the equation: people from poor countries are expected to learn the languages of wealthier countries if they come to work there, while people from wealthier countries are not expected to invest the time to learn poorer countries' languages.
Since learning languages takes time, people from wealthier countries thus have a privilege worth several hundred hours of job training, while people from poorer countries have to invest this many hours just to have more-or-less equal opportunities (often still worse because of prejudice). And it gets worse: when people from poorer countries learn the language of the country they immigrated to really well, they get barely any credit for it, even when learning to speak fluent German as e.g. a Vietnamese person is no simple feat. By contrast, those few language learners from wealthier countries who learn poorer countries' languages tend to get a lot of credit for knowing even the basics, especially if the difference in status is very big. An American speaking decent Thai may be interviewed on Thai TV, while a Thai person speaking fluent English is looked down upon for their accent.
Learning itself
When it comes to the process of learning, the question of privilege is not quite as clear-cut.
On the one hand, having English as your native language gives you access to a ton of language courses and apps. If you hire teachers, they will also be comparatively cheap. A person from e.g. Greece has very few language courses to choose from that are in Greek, i.e. they need to learn English first before they can learn most other languages, and English teachers are expensive.
On the other hand, since English speakers are not expected to successfully learn foreign languages, the language education at high schools is not well-funded and often does not yield even a fraction of the results that high school students in countries that "have to learn languages" will achieve. Also, once you both get to the intermediate/advanced stage, the non-English person may have the advantage, because there is a lot more material for English than there is material for Greek or whichever language caught your fancy. Intermediate/advanced materials for learning English are not just more abundant but also more accessible, via global companies like Netflix and Amazon, while such materials for Greek, Croatian or whatever can only be found off the beaten path. (They exist though! Let's exchange tips in the comments below!)
When you're in-country and hoping to speak to the locals in their native language, expectation privilege does a U-turn: people will often want to speak to you in English rather than helping you develop fluency in their language. (This depends on the country though.) Even if they want to help, they won't have much experience helping foreigners, which may mean that they keep speaking too fast, don't know which words are difficult or not, aren't used to people with foreign accents, and so on.
Somebody mentioned that Europeans have the privilege of being able to immerse themselves in a foreign language quite cheaply. If the target language is e.g. French, German, Italian, Greek or the like, that is true. Travel from North America will obviously take much longer and be much more costly. Though if the target language is Chinese, the travel time and cost is probably equal, and one may even argue that North Americans have the advantage, because there are a lot of Chinatowns in North America which don't exist in continental Europe. (The American melting-pot makes a lot of languages more accessible than they are in Europe.) For the average Vietnamese person, language immersion in Europe or in North America is probably equally out of reach.
Ease of learning
There is one advantage Westerners have that doesn't get mentioned a lot: all major European languages (and many smaller ones) are fairly close, part of the same larger language family. This means that all of us who speak a European language as a native language (including those living in South America or Africa) are privileged when it comes to learning another European language. Asian language speakers do not have the same advantage: Chinese, Japanese, Korean, Indonesian, Hindi, Tamil, Thai and Vietnamese are not related*, not even on the level that Russian and English can be said to be related. Of course Mandarin Chinese speakers are privileged when it comes to learning Cantonese, and Thai speakers are privileged when it comes to learning Laotian, but for Asian language speakers the economic benefit of learning a similar language is much smaller, and there are a lot of very useful languages that will require an immense amount of effort.
* apart from Japanese having adopted a lot of Chinese characters, and the other languages showing signs of interaction with neighbouring languages as usual.
Conclusion
Privilege in language-learning is a complex beast. There is privilege related to your native language, privilege related to coming from a wealthy country, and privilege related to living in Europe in particular. These are often found in combination and people who have none of these privileges should get a lot more praise for their success in language-learning. At the same time, I hope I showed that no privilege is without downsides even for the people so privileged.
I really believe that we should value everyone's efforts to learn languages. We should get rid of the idea that some people are supposed to learn our language but we don't need to learn theirs. And ideally we should create a world where it's not necessary for people to make a huge effort to learn certain languages in order to contribute their knowledge and their skills to the world, because statistically a lot of people will never succeed, or they will lose several years doing so, when instead they could have been curing cancer. That is why I support Esperanto as an easy lingua franca, a linguistic handshake between equals. Esperanto is also an excellent choice to train your language-learning muscle. Read more here.