We live with the illusion of personal power - I choose to do this, not that, I will be this kind of person, not that, I will think like this, not that; but it seems ultimately we live in a world where we are pretty much powerless.
Lots of the "big stuff" is beyond our powers; the times in which we live, the bodies with which we are equipped, the major events that define our existence: births, deaths, the broad social landscape in which we find ourselves.
Of course within those constraints, we make decisions, we make choices, we live a certain way and this is what we define as our "power." It's limited in scope, and it's all we have to call our own. We imagine a world, we create it, incorporating all we can't control, and all that we can, and we live in that world.