It’s a good question. I was under the impression that free will in the context of religion (as it is often related) is more a tool to distinguish between those that believe in god and those that don’t. Because many major religions have free will as one of the foundations of the belief, “not believing” in free will merely equates to not believing in the religion as it stands. In other words, the question could be alternatively stated as “Do you believe in god?” It’s not a good question to ask anybody, but that’s usually what someone means when they ask it.
I like that many replies here talk about the scientific inquiry into what it means. Although I think it’s worth the time to explore from a scientific perspective, I don’t think it changes much for the religious. Whether our neurons fire seconds before we have the conscious thought or not is at best, missing the point; at worst, distracting.
From the religious perspective, I think the idea gets muddied a lot because it is difficult to rectify the two seemingly contradicting ideas of “being able to make your own decisions” and “nothing can happen without gods intervention”. This l, I think, is what most struggle with. I still do think they are possible though, at least superficially. The main point being made in the biblical sense is that there is a difference between “animals” and “man”. The stories in the Bible work to distinguish them, and to show that there is some essential difference between the two categories. That because men were made in gods image, they stand separate from the rest of the animal kingdom. I think they mean this difference is the Holy Spirit and the free will in which only they were given. That, of course, is all debatable.
Not sure if I’m hitting the mark at all