There exist various diversity-related trainings one can take at Harvard. Here are two that we have had in the department and found very helpful. If you are not at Harvard, consider looking at similar campus or community groups to see if they offer such trainings or would be willing to come in with you and have a conversation.
Harvard Office of BGLTQ Student Life, Allyship Workshop
From their website:
Want to learn a little more about sexual orientation and gender identity? Curious about what's available at Harvard for BGLTQ+ students? The Harvard College Office of BGLTQ Student Life welcomes you to our hour-long introductory workshop to explore how you can be an ally to the BGLTQ+ community. Persons of all gender identities and sexual orientations welcome.
Harvard Women's Center, Gender 101 Training Session
From their website:
Why do we care so much about gender? Why should we have gender neutral bathrooms? What are preferred gender pronouns? Why does Harvard even have a Women's Center? Discuss all these questions and more with the HCWC staff during our exclusive Gender 101 training session!
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Inspired by these and others, I have created case-studies to be used in trainings in our department, but also in other settings. See here for an example which I hosted at a Society for Industrial and Applied Math meeting.
Other professional societies might hold trainings too, for example I went to this one in 2017 which I found very valuable.