Three possibilities come to mind:
Is there an evolutionary purpose?
Does it arise as a consequence of our mental activities, a sort of side effect of our thinking?
Is it given a priori (something we have to think in order to think at all)?
EDIT: Thanks for all the responses! Just one thing I saw come up a few times I’d like to address: a lot of people are asking ‘Why assume this?’ The answer is: it’s purely rhetorical! That said, I’m happy with a well thought-out ‘I dispute the premiss’ answer.
actually this is the definition that first came up on a search
“the power of acting without the constraint of necessity or fate; the ability to act at one’s own discretion”
so yeah we do have free will. the rest is philosophical masturbation
You can also find the definition of magic or telekinesis, but that doesn’t mean we have them, and not all philosophical question are just “masturbation”. It is an interesting question. It is worth taking free will at least axiomatically as our perception of that freedom even if it is truly deterministic.