I believe every one of us exists in a cage, literal, figurative, or both. The cage can be of one's own making, or imposed due to circumstances beyond one's control, or both. Cages are of different sizes. Sometimes we never notice the presence of that cage until it makes itself known. Cages are anything from decrepit to luxurious.
In my opinion, the only place a person can be truly free is in their own minds. Cages confine the body, but not the mind. One is free to think as they please. One is not free to do as they please. One way or another, there are constraints limiting actions and/or there are consequences of actions. But there are no constraints hampering thoughts, and no consequences of merely thinking any particular thought. So think, and be free.
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I find that the mind can be its own cage. I enjoy doing physical things where my mind is quiet, whether it's garden work or martial arts is the moment where I feel free from my mind; whereas the typical experience discussing ideas on this deep thought forum makes my mind feel free while actively using it.
One is actually free to do as they please; though you might be aware of expected consequences. But often these are not at all as you expect them. It's like the elephant that has been chained to a tree when he was small and has learned to stop testing his strength against it, even now that he is huge and could easily pull out the sapling.
Most often people remain in their cages out of fear, fear of discomfort, or lack of imaginatio n to even consider it.
In regards to thoughts about being free, I've been thinking about sexual liberation. Supposedly before people were stuck in a cage (marriage) and now people are free to their fuckfest. But looking at the people that go to orgies and such, they do not seem free people at all, and the same for example furries. Their choices in fact limit themselves as many people are socially repelled by what they do and how openly they talk about sex lives that disgust more than a fair share of people. Like a drug liberation is perhaps having open access to all drugs, but a heroine addict might live in some sense a free-er life if there is no access to heroine than the reverse.
Because if you were to value and persue freedom, you would probably also in some sense resist being a slave to whims and addictions.
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As for being free only inside your own mind, it sounds both lonely and solipsistic. I don't generally consider other people barriers to my freedom and in fact can not fathom freedom without relationships with other people. What value do thoughts have, unless they translate into real world changes?
Like if you figure out a better map of how people interact or you learn how to make a fire, or perhaps improve on it by thinking about the details; sure then you have something practically improved.
But what value do those ideas have that never intersect into the real world? Is that freedom or just brain candy?