I absolutely think there have been times when I felt guilt and shame. I try really hard to sit in those feelings and not let myself slip into white exceptionalism. I think it can definitely be easy to slip into toxic and performative displays. I want to share the work I'm doing on myself to hopefully inspire someone else to do the same but I can't expect a cookie for working towards being anti-racist.
I've been hearing a lot lately that ally isn't a title you get to give yourself. You do the work but that title isn't up to you. There is also the idea that ally isn't enough when what people need is an accomplice. I can donate and share resources and read books by Black authors from Black-owned bookstores and cut stores out of my routines who are benefiting from prison labor. I can vote and amplify the voices of Black creators. I can call out my employer for not doing enough. I can audit my personal collections to make room for more diversity in general and Black voices in particular in this moment. I can do this and I should still not feel comfortable assigning myself that label. It isn't mine to take.
I think it's important to remember the human experience component. Anything that might help you bring your conversation partner closer to engaging with anti-racism is a valuable tool.