There's a lot of schools of thought on this.
One to consider is that every time we make a decision, the universe basically does an instant mitosis. You find yourself in one of them. This would be a sort of non determinism, and if this school of thought intrigues you, that's a good keyword. This is the Many Worlds interpretation.
Conversely, there's the Block Time model, which kind of asserts through relativistic fuckery that all time exists. There is no now (only a relative now), and yeah, you have no free will whatsoever.
I tend to favor a blend of Block Time and non deterministic ideas. I think we have free will that operates on a sort of plane of possible actions which limits our will, and that we (consciousness) are just a really, really, really small facet of some larger dimension that is being crushed through a higher dimensional black hole, and some really hard-for-us-to-wrap-our-heads-around shit is getting full-on Allegory of the Cave'd into what we experience as consciousness.
So I think we're sort of conscious, I think we're sort of having free will, but I think we operate within confines that we can't see which limits our free will. We're kind of just along for the ride.