Do we have free will?
Yes. There is a significant element of 'nature and nurture' in the way we lead our lives, but we still fundamentally have the ability to make choices between alternative actions. There are laws and conventions which prevent us from taking certain actions - but we can, if we want, break the law or defy convention and then face the consequences.
With respect to which kinds of things do we have freedom?
We are free to decide who we spend our lives with, where we live and what we do for a living. We are free to try and complete our education and to take advantage of the opportunities that are presented to us (which admittedly are not equal). We are free to interact with people in the way we choose - for example we can be polite or rude, respectful or disrespectful, inquisitive or incurious.
There seem to be various types of freedom. The main ones that spring to mind are political, social, economic, religious, moral.
How do we know we have freedom?
Because at a human level I feel free to choose.
At a societal level I live in a relatively free society (in some respects society has become less free over time, in other respects it has become more free). I can weigh up the pros and cons and use rational processes to decide on a course of action. I can reflect on my beliefs and feelings and make a non-instinctive response.
What are the consequences, if any, of our freedom?
We can't always blame external factors when we make the wrong choice if we are free. Freedom brings moral responsibility and accountability. We should therefore educate ourselves to be in a position to try and make the right choices.