I think the best way to understand and appreciate prejudice is to be confronted with it in a very clear way. You can understand the principles of it, but until you get up close and personal with it, I don't think you understand it in the same way.
I understood racism. Or I thought I did.
I am white and British. It wasn't until I travelled and experienced what that actually meant and how in some places that being white and British was not the privileged group that it started to make even more sense and shocked me, to think about how that would make me feel if I had to deal with it every day.
It was an experience that make me think about it, in a way that being told about it, couldn't match.
Also, I have had preconceptions about certain places and certain things that have been totally shattered and changed when I have travelled somewhere. Things that have made me question and challenge what I think about being white and British and how history has taught us that we were the 'good guys' and the reality might not be quite as black and white as that.
I think that you need to be exposed to different cultures - warts and all - to understand them, and why they have those values, even if you disagree with them. It helps to experience why others do live like that, and why they might disagree with some of those principles but still accept them enough to live by them.
Why do Islamic women accept entering through a side entrance? Is it because they are not aware it is sexist, or they do not have the ability to challenge is, or because Islam is still offering them something that an outsider might miss somehow? Its not as simple as saying, its a 'sexist religion' therefore it is a 'bad religion'.
You don't change something, by completely disengaging from it. You can only bring about change by a mutual exchange of views and showing/offering an alternative approach.