Prejudice can be a touchy topic, but it can also be one that brings an element of realism and interest into a game. It's probably better to avoid real world examples (unless everyone in your game is exceptionally mature about it), but there are numerous examples of proxy prejudices in fiction: from the mutant scares in various versions of X-Men to Muggle haters in the Harry Potter books. (The TV Tropes link has dozens more examples.)

Somehow, moving issues of prejudice on to a group that doesn't exist in the real world makes it a lot easier to deal with in a more detached, fictional way. Some players will be perfectly happy with this, and may even want to explore issues of fantasy prejudice using such a proxy - so this can be a valid part of a game setting. If you're going for gritty and dark, you can have the oppressed minority (or even an oppressed majority) suffer mercilessly, without any hope of ever escaping from their persecution. Or you can make the fight for justice an integral part of the plot and use it to fulfil a morally uplifting theme in the campaign.

On the other hand, be careful. Some players may wish to escape reality and simply avoid such issues in games. Make sure you know before you start such a theme.

Transcript

Lieutenant Alder: Why don't you send the droids? {walks off}
C-3PO: Huh! Typical!
C-3PO: Princess, there's something I'd like to discuss.
Leia: What is it, 3PO?
C-3PO: I've noticed in the past you've been a bit down on Artoo. Let me put this frankly: Are you a droid-hater?
Leia: What?! I bet that piece of rusty slag put you up to this.
R2-D2: How would the Millennium Falcon put anyone up to anything?
Chewbacca: Ought I find reason to compel you to perhaps rethink the multiple slanderous intimations in your ill-considered implication?
C-3PO: It's a simple question.
Leia: 1: No; 2: Don't be stupid; and 3: Yes. In abundance.
{beat}
Chewbacca: Besides, the amount of rust has significantly decreased over the past two years.