Yes, obviously. For the most part anyway. Sometimes you don't want to think about something and even trying not to think about it makes you think of it. =P

Well, I guess my mind works according to association. One thought leads to another. But I can choose to dwell on and prolong the next thought that comes up or dismiss it. And I can choose what I'm focusing my attention on which affects the character of the thoughts that come up. And I can choose what I want to imagine, though the exact contents of the imagining seem to happen on their own.

Sometimes I dare myself to think of something powerfully that will have negative consequences and I can't help but "look at it" and hence think it. I think I do it because I'm existentially bored senseless and have been my entire life.

Then there are beliefs/expectations about something that's going to happen or not happen, and those border on being thoughts themselves.. and it's often hard to control those. I think they border on the unconscious.

Long story short: you have a lot of free will over what you think, but it's not absolute. After all, if it were, how would you choose the thoughts that make you want to think what you do? :p