This is a core dump of things I've thought for a while, but I've been inspired to post it by reading many discussions lately about prejudice.
Here's something small and objective. Jews have a wide range of practices in regards to keeping kosher. There's me--I've never kept kosher, my parents never kept kosher, and so far as my memory goes, neither did my grandparents. I realized how deeply I wasn't into keeping kosher one Yom Kippur when I noticed I was halfway through a ham and cheese sandwich. There are Jews who keep kosher houses, but will eat the little bits of pork in fried rice. And there are Jews who keep kosher with so much focus that they need to ask their rabbi about disputed details.
I appreciate it if people try to accomodate me by offering some sketch of kosher, but I wish I didn't have to tell them three or four times that it isn't necessary. In general, I recommend asking about what sort of kosherness, if any, is wanted rather than assuming you know. And then, listen to the answer.
Here's one I'm a little less sure about--I've had a Christian nag me about the prophecies in Isaiah(?), as though I should take them very seriously. Aside from not being religious (though I seem to have acquired a ferocious ethnic identity somewhere), it's my impression that Conservative and Orthodox Jews consider the prophets to be very much secondary to the Torah (five books of Moses) and the Talmud (commentary on the Torah, with emphasis on how to obey the 613 commandments). More generally, Judaism has had a lot of history since the Bible, and you're not going to understand much about Judaism as it exists now just by reading it.
Sidetrack: You aren't going to understand much about Islam just by reading the Koran, either. Imagine someone trying to understand Christianity-in-practice by reading the New Testament (yes, I know it's a vexed term, but I'm not sure what would be comfortable for everyone and I'm trying to be clear). You couldn't predict Catholicism, Unitarianism, and Fred Phelps that way at all. A lot of human inventiveness goes into a religion, though its holy writings can be expected to exert a gravitational pull.
In re "Why didn't Jews convert?": Well, I wasn't there any more than you were, but here are some possibilities. Some people actually believe in their religion and take it seriously. Also, converting can mean going away from your family and friends, and changing many of your customs. This gets to something it took me a shockingly long time to figure out--the concept of home, and that what's strongly home to other people will probably never feel that comfortable to me. I consider it a useful mental/emotional discipline to keep a grip on the idea that other people really do have different experiences than I do. They're not pretending to like beer. They mean it. And Garrison Keillor is genuinely fond of Protestant hymns--I don't know how much for him is belief, how much is nostalgia, and how much is liking the music. So, even if it seems exotic, Judaism is home for a lot of the people who grew up in it. There are always a few people who don't feel comfortable in their birth culture, but I've never heard of it being a large proportion for any culture. Admittedly, this gets complicated for modern people who keep modifying their cultures.
Anti-semitism doesn't exactly make Christianity look attractive.
Converting isn't a reliably practical strategy anyway. Some of the worst anti-Semitism (the Holocaust and the Spanish/Portuguese persecution) included efforts to find and punish people who were more or less Jewish but weren't part of a Jewish community. Hitler tried to kill anyone with one or more Jewish grandparents. This meant that someone could be a second or third generation Christian, and still end up in a death camp for being Jewish. The Spanish and Portuguese governments demanded conversion or exile--and then for some reason, they didn't trust that the conversions were genuine.
When I've been asked for my explanation of anti-Semitism, my first reaction is to think "Is this person asking me to excuse it? To make them feel better by saying it was partly the Jews' fault?" I don't know if this is my craziness or not.
Allowing for the fact that I wasn't there for most of Jewish history, I've never been an anti-Semite so I can't understand it from the inside, and I'm not a student of the subject, here are my best guesses. One is that being a market dominant minority (better than most at making money without having political power) is dangerous. Overseas Indians and Chinese sometimes run into the same problem.
The usual explanation is that Jews didn't assimilate--didn't socialize (if you keep kosher, it's hard enough in the modern world to accept hospitality from someone who doesn't--it would have been much harder in earlier times) and didn't intermarry. I can understand that sort of thing leading to irritation, insults, and economic discrimination, but mass murder? My tentative theory is that the chosen people thing makes some Christians crazy--I suppose they're not *sure* that God really likes them--but this is just a guess.
Was the founding of Israel a good idea? We're hardly close enough to the end of time to evaluate all the effects. It has been a refuge for Russian and other Jews. There hasn't been an emergency on the scale of the Holocaust since the founding of Israel, but no one can guarantee that such will never happen. The general refusal to accept Jewish refugees during the Holocaust means that having a homeland is important. Also, the lack of a Jewish homeland was used as a justification of anti-Semitism-- I'm not sure how much it's helped, but at least that excuse is gone.
In any case, Israel is no longer a question. It's home (see above for what I mean by home--it isn't just residence) for millions of people. None of which means I think the Palestinians deserve most of how they've been treated.
I have mixed feeling about the "educate yourself" thing. On the one hand, I can see that people don't like being on call for easy-to-find information or going around the same clueless arguments again and again, and have an absolute right to refuse to participate. On the other hand, I think it's a little much to imply that no member of their group will be willing to answer questions.
It may even be that you can't make it work for everyone to get majority privilege on that sort of thing, but it's an interesting experiment to demand it.
At this point, I'm willing to answer questions about Jewish stuff. I'll let you know if I get sick of it, but maybe by then I'll have put a faq together or have acquired pointers to good faqs.
On the other hand, there's an awful lot of that easy-to-find information, and I'm willing to be somewhat forgiving of other people's ignorance in order to forgive myself for mine. And what you need to research isn't always obvious.
Some of this isn't information--it's a more general understanding, like the idea of home being different for different people. Such doesn't usually get conveyed quickly in conversation. Some self-education is required if the truth doesn't hit in a sudden flash.