I actually applied to Northwestern and had to submit this diversity statement. I don't know why you feel weird about it, but it may be because you don't know how you have contributed to diversity. If you aren't a minority, they want you to skip over that, of course, and talk about your life experiences. You may have worked with a diverse group of students while in college. This could be students from different underserved backgrounds, you may have volunteered for the homeless while in your sorority/fraternity, worked with the disability, etc.
But if you haven't contributed to diversity, it will be wise to just be honest with the committee and say that. Continue with the diversity statement and just say although you haven't.. this is what I can do better at the university to contribute to a more diverse community. You may want to look at the different organizations they have that may be helpful to you while you are there.