Free will is a huge pain in the arse for those who think about it and particularly for me. Here is the central paradox.
If we live in a deterministic universe then free will is impossible, if we live in an indeterministic universe then free will is impossible.
A deterministic universe means that so long as you know the particular starting conditions of the universe AND you know all the laws of physics then you can predict all future events (this is an 'in principle' argument, as you might have realised). So a sufficiently intelligent and knowledgeable individual could predict knowing the conditions after the Big Bang all future events, including the formation of the solar system, the evolution of life and -- because our minds are just made of stuff -- your response to this sentence (the French mathematician Pierre-Simon Laplace imagined a daemon that could do this).
This means that all your actions could have been predicted billions of years ago. There is exactly one possible future (as Dennett puts it), so no free will.
On the other hand if the universe is indeterministic then this means that there is an element of randomness. Sometimes a particle goes this way, sometimes that way. Which means that your decisions might also contain and element of randomness -- a coin flip. The reason why you decided to read this post might have just been the result of some random event inside your head. Your actions are -- at least partly 'determined' by indeterminate randomness. Again, doesn't feel like free will to me.
Many people get depressed by this, but you really shouldn't. The source of most people's depression is the feeling that what they do 'doesn't matter'. "If everything is determined" they say "then it doesn't matter what I do." Or "This means that I have no control over anything".
Both of these positions are, I believe, false. The problem is that bloody word 'I' (or 'me' in some cases).
If you are talking about some kind of ghostly 'I' (or 'me') that is somehow outside the physical world then this is true, but if you think of 'I' as meaning 'The set of biological/cognitive processes that constitute what I am as a human' then you very much do matter and you DO have a choice. Take the decision to save a drowning child (I assume you would do this because I assume you are nice people). You might say that that is not a free decision because someone (Laplace's Daemon) could have predicted your choice a billions years ago. But the fact is that YOU with all you particular genetic quirks and life experience had to be exactly how you are in order to make that choice. That simple decision is a the result of a cascade of neuronal/cognitive processes drawing on information from inside (your emotional response -- sympathy, empathy) and outside (that the rescue is possible, for example).
In Frank Capra's 'It's a Wonderful Life' the protagonist gets to see the world as it would be if he had never lived. He sees misery and corruption, a dead brother that he was never around to save, an 'old maid' that he was never able to marry, etc., etc. The central message is that he mattered, he made a difference because the world would have been different had he not been born.
It is the same with free will. You genuinely did make that decision to save that drowning child, to join that gym to give up smoking. No one or thing make that decision for you. If the universe were deterministic that decision could -- in principle -- have been predicted but you were the one that chose to do it.
The reason for the confusion and nihilism is that people ask the wrong question they ask 'do I have free will', To this I think the answer is no. Free will is not something that you 'have' like a cocktail shaker or a cocker spaniel. Having something means that you can do something with it. If you want to preserve the term 'free will' then think of it as something that you are.
As a coda I must address a final point of nihilism which is when people respond to the above by saying 'OK OK I get all that but it still means that it is impossible to change the future'. WTF does that even mean? Of course you can't change the future because it hasn't happened yet and once it has happened it's the past (and you can't change that either!)