Imagine you're a normal white dude. You try to be a good person, but you're not perfect. Everyone you know is white, family, friends, you name it.
You turn on the tv one day and it says white people disproportionally are to blame for many of the problems other people face. The guy thinks to himself "Wait, I'm a good person, it's not me."
The next day, he turns the tv on to another channel and it says "White people are NOT at fault for other peoples problems". The guy thinks to himself "Yeah, I know that's my reailty, the other people just don't have any personal responsibility."
Rinse and repeat the two scenarios above for years and years. Eventually they forget where these thoughts even came from and imagine that they came to the conclusion themselves.
Eventually we hit a point like today where we have a dick like Trump who jumps on their fragility, fear, and subconscious racism, and manipulates them to give him power so he can benefit only him and cronies.