Yeah, it's not something that's going to make you feel good. I'm an atheist, a nihilist and I don't believe in free will. From the outside it sounds like an utterly depressing world view, and it might very well be if I was always aware of the truth of our circumstances.
I'll use my standard analogy to explain how I feel. It's like watching a movie. You know it isn't real, but you still lose yourself in the plot and become invested in the characters. That's how I view life. I don't consciously embrace the illusion, but I happily lose myself in it most of the time.
It is an utterly depressing world view- well at least I believe in a joyful 'illusion'