C's response above is perfectly correct - of course - but, just as a matter of interest, both words came to English from Latin. 'Predilection' comes from words meaning 'to prefer above others' and 'proclivity' from words meaning 'a forward slope'. The latter, of course, suggests 'leaning' which is another word roughly similar in meaning in that, if one has "a leaning towards" something, it also suggests a preference. All three words are, in effect, synonms.