In semiconductors, quantum confinement can greatly enhance the interaction between band carriers (electrons and holes) and dopant atoms. One manifestation of this enhancement is the increased stability of exciton magnetic polarons in magnetically-doped nanostructures. In the limit of very strong 0D confinement that is realized in colloidal semiconductor nanocrystals, a single exciton can exert an effective exchange field $B_{rm{ex}}$ on the embedded magnetic dopants that exceeds several tesla. Here we use the very sensitive method of resonant photoluminescence (PL) to directly measure the presence and properties of exciton magnetic polarons in colloidal Cd$_{1-x}$Mn$_x$Se nanocrystals. Despite small Mn$^{2+}$ concentrations ($x$=0.4-1.6%), large polaron binding energies up to $sim$26~meV are observed at low temperatures via the substantial Stokes shift between the pump laser and the resonant PL maximum, indicating nearly complete alignment of all Mn$^{2+}$ spins by $B_{rm{ex}}$. Temperature and magnetic field-dependent studies reveal that $B_{rm{ex}} approx$ 10~T in these nanocrystals, in good agreement with theoretical estimates. Further, the emission linewidths provide direct insight into the statistical fluctuations of the Mn$^{2+}$ spins. These resonant PL studies provide detailed insight into collective magnetic phenomena, especially in lightly-doped nanocrystals where conventional techniques such as nonresonant PL or time-resolved PL provide ambiguous results.