Finding Peers & Community
Personally, I think the most useful coping skills on this site are the community & peer support skills, but you can't use them if you don't have any peers or community. Isolation only makes everything worse. If you don't have anyone to talk to about your pain, you're likely to hurt even more. Finding and connecting with other people can be one of the most difficult yet rewarding things. It's also so specific to each person where they'll find who they need. Still, I can attempt to give you some tips.
The internet!
The internet is one of the most reliable ways to find people who share your experiences. When I was a sad gay teen, the internet was the only place where I could talk to other gay people who shared some of my experiences. Even though I now have a good offline support network, I still use the internet to connect with other people and talk about our struggles with oppression. Personally, I'm in 3 secret facebook groups for trans women, and I use twitter and tumblr a lot, where there always seems to be at least one person I can befriend who shares some of my experiences.
Social media can be difficult to get into though. I can't really tell you who to follow or how to get into the right circles to find your people. I know, for instance, that there are facebook groups for gay and trans people of color to privately commiserate, but I don't know what they're called or anything beacause I'm white and the point of the groups is that people like me aren't in them. I could tell you what the groups for trans women are called, except I don't want to because not every reader is a trans women and I don't want the non-trans women finding the groups. And helping you get into the right circles on tumblr or twitter would be like trying to mass-recommend a specific person as a friend.
Still, it's worth making a tumblr or twitter and trying to hunt down your people. Search engines are your friend! Try searching "[your identity] confessions" or "dear [privilege]d people" and there's usually a tumblr blog with a name like that by other people of that identity. On twitter, you can try searching hashtags that relate to issues that relate to you. On facebook, there's usually always a group like "[your geographic region] [your identity] exchange" that will show up if you search for it. Many groups you already have to know someone who's in to get in, and I can't help you there.
Offline
The Slingshot Radical Contact List is a directory of local community spaces which are "radical." This usually means the people who frequent there are engaged with left-wing politics in some way. These spaces, in my experiences, tend to have more people who are marginalized in them and who are happy to gripe about microaggressions with friends. Of course, in the offline world, you do have to rely on your own personal social skills or lack-thereof to make friends. The spaces on that directory, in my experiences in the US, do tend to lean pretty "white vegan punk" so it's definitely not everyone's cup of tea.
Another avenue to try to find community is through religous community. Obviously, this is not for everyone, but it's another place where you can meet new people and find community. Through going to synagogue, I met a trans woman who hosts jewish trans women sabbath dinners occasionally. If there's a particular church, temple, mosque, or other congregation you feel good about, then attending is a good way to meet people.
Joining local political organizations is another way to find people. I have a list of them in Fighting Rough Waters. If you're looking for gay and trans community, many regions have local LGBT community centers. Here is a directory of LGBT community centers in the U.S.
These are really my only tips I can offer. I can only really speak from my own experiences and so of course they're extremely specific to me. You are definitely going to be different from me in at least one way so I really can only help so much in trying to help you find like-minded people you could call a community.