Is 'Free Will' an illusion?

In addition to scientific considerations, common sense insists that Free Will exists. Who would deny that we have Free Will when we put one foot in front of the other and decide, of our own volition, of our own Free Will, to go for a walk or not go for a walk? It is clearly irrational to believe that a chain of causality at the time of the Big Bang determines if we go for a walk this afternoon, or not.