When Heather Berg arrived at the University of Virginia in the fall of 2011, she was struck by the seemingly posh lifestyle many of her fellow students enjoyed. Dressing up for football games, going out to dinner on a whim, paying the steep admission for a day at the races: To Ms. Berg, a first-generation college student, the sheen of privilege was unsettling. Now finishing her second year, she has friends who also felt that culture shock at first. But it's been hard to find them, and to speak candidly with anyone about the impact of money – or lack of it. "We talk about race, g...