In which ways do we NOT have free will?

The real arena that I think causes fear is the methods and contents of one's mind: ie, character and experience. All valid concern for free will regarding the physical realm - such as personal motor skills - is an outgrowth of that. (We may dismiss complaints about a lack of free will to avoid consequences of causality, eg how we cannot satisfy a whim to fly by flapping our arms).

In that mental arena, here is the critical point, of which I think all other mental issues are predominantly applications: you cannot directly control your own subconscious by a single act of will, where one of the most important consequences of this is that you cannot change your character by a single act of will. Your physical and mental habits, and your desires, will keep on reasserting themselves in defiance of what alternatives you may wish in the forefront of your mind to have come to you. If you don't constantly exercise excruciating effort in that forefront to focus on doing things in a different fashion than the habitual reactions that your subconscious proffers up would have you do then you will fall in line with those reactions. I suspect that the chief cause of bona-fide fear about determinism, the main basis for the plausibility of determinism, and counted on in the invocation of determinism by the malicious (eg criminals looking for moral sanction for not successfully reforming themselves, collectivists asserting man as being a social product, and so on), is an out-of-context consideration of that fact.

Note that automatisation is NOT a bad thing - we NEED it to live at all! We could not function successfully if this did not exist because we'd never be able to train ourselves to do a blessed thing, and so it would require too much time and effort to re-figure out needful actions from scratch every single time we have occasion to do anything that we must do repeatedly. The very core of that repeated action for us qua men begins with thinking in any degree of a conceptual manner, so without automatisation we would never be able to integrate, never stream-line any of our actions, never think at all. It is not simply that we'd no longer be men, we'd not even be just higher-level animals, as they must learn skills and perceptual-level associations. Rather, we'd be reduced to the kind of lower-level purely-reactive animals for whom every single experience is a novelty - we'd be no better than bed-bugs or jellyfish, with a volitional mind we'd never be able to use beyond a fraction of its capability tacked on as some sort of cosmic joke. Volition is worthless without integration, and integration cannot be had without automatisation.

Miss Rand likened the mind to a computer: the responsibility is yours to program and reprogam it as you judge fit in the forefront of your mind, but content and method of the subconscious is stubborn once you fix it there. But though it is stubborn, that content and method is not indelible. Beginning first with personal acceptance of the need to change and some idea of what should be changed to what, you can effect the needed change in time through concerted application of intelligent effort and courageous self-honesty (which may require professional help in some cases). A man is the sum of his experiences and the choices he made in the face of those experiences (which choices will then heavily influence what experiences he will have afterwards). As a general rule, the more of that there is then the more there is to be overcome in event of a need to change - but the headline is always that it can be changed.

Just not overnight.

The main point of the question isn't really determinism or free will, but the metaphysically given versus the man-made. Ayn Rand published an excellent article on that topic in The Ayn Rand Letter, republished in PWNI. Roughly two and a half pages of excerpts from that article can be found in The Ayn Rand Lexicon under the topic of "Metaphysical vs. Man-Made." That which is metaphysically given is not under one's own control; that which is man-made is under man's control to the extent that man created it and may be able to change it. Identifying which facts of reality are metaphysically given and which are man-made (and to what degree) is often very challenging. There is not necessarily any one simple answer, although it is fundamentally certain that contradictions cannot exist in reality and that any attempt by man to make them exist leads only to destruction (A is A).

The question's main point apparently is that "there is a limit to which we can do things, either physically or spiritually." The issue of free will versus determinism pertains not to what is open to man's power of choice or not, but whether or not man is metaphysically free to think and to initiate actions, mental and/or physical, in pursuit of his various aims. Man may have free will without necessarily being guaranteed to succeed in achieving his aims, i.e., he may be free to try to change something but nevertheless be unable to change it, not because he lacks free will, but because his aim is beyond his power to accomplish. He nevertheless still has free will even if he can't succeed, because he is free at least to try. Trying and failing doesn't necessarily mean that he lacks free will.

Having free will does not mean that man is omnipotent (nor omniscient). Free will is just the power to focus one's conceptual faculty and to think. Free will doesn't apply to sense-perception, nor to emotional responses produced by one's conscious or subconscious evaluations, nor or to the automatic non-conscious functions of one's body, nor to any external facts. If an external fact is open to man's power to control or change, man still must focus and think in order to identify his opportunities and the actions needed by him to accomplish his aims.

Likewise, determinism is the view that man either has no such freedom of mind (psychological determinism), or has no power to succeed or fail in his chosen actions as a causal result of his choices because of external forces that defeat him (environmental determinism).