Develop A Thick Skin

Illegal and immoral discrimination happens. Accept that it does now and just determine not to let terrible people get you down. The business world is not the university, and the HR department are not counselors. If someone treats you poorly, don't immediately jump to the conclusion that it was based on some immutable characteristic. Instead, evaluate if what they said or did was justified. If it was, change your behavior. If it wasn't, don't let it bother you. Now, in an egregious situation, absolutely report it, but let most things roll off your back.