I would say Jay Gatsby in The Great Gatsby and Willy Loman in Death of a Salesman have the strongest faith in free will of all the characters in these works. Both believe very strongly in the American Dream that says you can make your own experience and shape your own destiny. Both also have unrealistic expectations about how far their own willpower can take them.
Gatsby believes he can set back the hands of time and start over from the point years previous when he first fell in love with Daisy. When Nick tries to tell him otherwise, Gatsby refuses to accept this assertion. Gatsby believes he can erase all that has happened since he and Daisy parted and that Daisy will also want to start over again with him.
Likewise, Willy believes he can make easy money as a salesman just by being personable. Even though at sixty-three he has obviously failed to realize this dream, he can't let go of it. He still dreams of sitting in a hotel room and watching the money roll in as he makes sales on the phone. By holding on to this illusion, he has wasted his life.
Both men's lives end tragically because they believed too strongly that they could will their dreams into reality.