I wonder whether "having control of your life" is a western/judeo-christian/middle-class concept or is it a universal concept? I'm not sure all cultures have the notion that you control the outcome of your life. Of course we make decisions all the the time, but usually those decisions are limited to things we already know are possible for us. We don't usually decide to do things that are impossible to do for us in the short term. So the number of possible decisions you can or are willing to take are already limited.
You have to add to that the fact that the information you have in any given moment is basically incomplete, so your decisions may be based on incomplete information.
Finally, imagine a game a million orders of magnitude more complex than chess. You really think it is possible to predict what the consequences of a seemingly unimportant move will be a thousand moves in the future? You would need to be more intelligent that God to do that. Add to that the fact that you don't get to chose neither the pieces you are given at the beginning nor the starting positions of such pieces. Can you really decide the outcome?
Allow me to to quote Alan Watts: "the universe 'peoples'" but "a person doesn't 'universe'" (here "to people" and "to universe" are used as verbs).
I'm just ruminating. I don't go around feeling that things "happen" to me. I just think that I'm part of things that happen. And I can definitively control some outcomes within certain scopes and within certain time frames.
Seems to me that perhaps "control of our lives" is about controlling the unknown, which it seems we humans have a long-standing fear of. And if we feel like we're "controlling" our lives... it all seems a little less scary and uncertain.
But it seems like it's just an illusion, anyway... fan of Alan Watts; I think he got it pretty close to right.