We as humans have free will. We literally can do anything. We can kill someone, we can love everyone and we can think whatever we want to. We also have a moral compass. That is why people go into movie theaters and shoot people or make bombs and blow up masses. We are in control of ourselves but majority of people don't do these things because we know killing innocent people is wrong. Society and the government has created rules based on a collection of people's moral opinion. So yes, consequences are in place for people who have ideals that aren't considered moral. But we are also able to believe whatever religion we want--but some government systems try to restrict or even martyr those who believe these things--but you can still believe them. Free will--we can do anything, but our conscious and our own beliefs separate us from doing absolutely anything people want to do.
I know those are extreme, but for another example we have weird youtube videos showing girls eating their own tampon. Most people would never imagine of doing that but one girl did! Because she can! So we have free will. We are in control of our actions and thoughts but we have common sense on what would be stupid, consequential.