Your thoughts come from you. You did not choose for this to be the case (since you did not create yourself), but your thoughts are, nonetheless, your own.
Let's assume you did create yourself, though: you hopped in a time machine, went to the future to pick up a copy of The Complete and Accurate Understanding of How Humans Work and some future magic nanoengineering handwavium machine, then went to the past and deliberately designed every aspect of your past self. Your decisions on how to design yourself, however, were made by you, influenced by the way you are, which is a result of the way you were created…
Eliezer Yudkowsky writes (about a philosophy paper, presumably “The View from Nowhere through a Distorted Lens” which is now lost to link-rot):
I once saw one such vein described neatly in terms of "Author" control
and "Author*" control, though I can't seem to find or look up the
paper.
Consider the control that an Author has over the characters in their
books. Say, the sort of control that I have over
Brennan.
By an act of will, I can make Brennan decide to step off a cliff. I
can also, by an act of will, control Brennan's inner nature; I can
make him more or less heroic, empathic, kindly, wise, angry, or
sorrowful. I can even make Brennan stupider, or smarter up to the
limits of my own intelligence. I am entirely responsible for Brennan's
past, both the good parts and the bad parts; I decided everything that
would happen to him, over the course of his whole life.
So you might think that having Author-like control over
ourselves—which we obviously don't—would at least be
sufficient for free will.
But wait! Why did I decide that Brennan would decide to join the
Bayesian Conspiracy? Well, it is in character for Brennan to do so,
at that stage of his life. But if this had not been true of Brennan, I
would have chosen a different character that would join the Bayesian
Conspiracy, because I wanted to write about the beisutsukai. Could I
have chosen not to want to write about the Bayesian Conspiracy?
To have Author* self-control is not only have control over your
entire existence and past, but to have initially written your entire
existence and past, without having been previously influenced by
it---the way that I invented Brennan's life without having previously
lived it. To choose yourself into existence this way, would be
Author* control. (If I remember the paper correctly.)
Paradoxical? Yes, of course. The point of the paper was that Author*
control is what would be required to be the "ultimate source of your
own actions", the way some philosophers seemed to define it.
I don't see how you could manage Author* self-control even with a
time machine.
This is far too high of a bar to have for free will; there's still a sense that it's a meaningful concept for those of us who aren't logically-inconsistent deities. (Even the Abrahamic God doesn't have Author* self-control, being an uncreated creator.)
You didn't choose to exist, and hence you don't choose to think, but that doesn't mean they aren't your thoughts; they still came from you. You still choose your actions (or, those you think about, anyway; you weren't choosing to breathe until just now when you started breathing manually). You don't deliberately create your thoughts and intentions, but they still arise from the-thing-that-is-you. And that's okay.
