This study investigates how immigrant youth navigate cultural identity formation through various learning contexts and examines their experiences in a structured intercultural dialogue program. This qualitative study engaged ten high school students from diverse immigrant backgrounds in Philadelphia through a ten-session program at the Penn Museum, collecting data via pre-program questionnaires, semi-structured inquiry sessions, reflection journals, and post-program assessments.The research reveals immigrant youth actively construct cultural knowledge through interconnected learning pathways rather than passive absorption. Family relationships provide foundational cultural grounding but are complemented by peer interactions, school environments, community engagement, and media platforms. Notably, participants demonstrated sophisticated critical engagement with cultural information across various sources, evaluating reliability and contextualizing perspectives based on origin. The study identifies a dynamic process where knowledge acquired in one context is continuously refined through experiences in others. The structured dialogue program emerged as a rare and valuable space for cultural expression and identity exploration. Participants reported that while they often attended diverse schools, they had limited opportunities for sustained cross-cultural exchange. The program facilitated meaningful connections through reciprocal cultural storytelling, with participants discovering unexpected similarities across cultural differences. These dialogic encounters enabled them to articulate previously implicit aspects of their identities and develop concrete intercultural skills. These findings challenge traditional approaches to intercultural education by highlighting the significance of informal learning pathways in developing global competency. Rather than relying exclusively on formal curriculum, educational initiatives should recognize and build upon the rich cultural learning that occurs through everyday interactions and media engagement. The study demonstrates how immigrant youth exercise agency in cultural identity formation, selectively integrating elements from multiple cultural frameworks while developing critical perspectives on both heritage and host cultures. This research contributes to educational practice by providing insights for developing more culturally responsive approaches that honor immigrant youth's knowledge from their multiple worlds and create safe spaces for authentic cultural exchange and identity exploration.