I’d say it depends on the relationship between the person discussing the micro aggression and you. If it’s someone you just follow on twitter and don’t really interact with, silence is probably best.

A friend in meatspace, I’d say just ask what you can do even if it’s just listening. Otherwise let it lie.

Caveat of this may or may not work for POC you know. I just know what I’d prefer. It’s a mileage may vary thing