Many of the Muslims are confused by the question that if Allah knows what we will do why then does he need to send us in this world if we don't have a will.
In fact, we do have a will. Let me give you an example. Before an exam, a teacher guesses that this boy is going to fail and this one will come first in the class. Now when the result comes, the guess made by the teacher proved to be correct but the boy who failed cannot say that I failed because the teacher said it. Similarly, Allah has infinite knowledge so what we call His guesses they are not really guesses because Allah's so called guesses are perfect. Allah knows what we will do but we are in fact doing it of our free will.
If Allah had directly sent us to Heaven or Hell, the ones entering Heaven would be happy but the ones who would enter Hell would protest saying that we might have gone to the right path so now that Allah has sent us here, we won't be able to say anything against Allah's decision on the Day of Resurrection. Take the above case. If the teacher gave the results without taking the exams, the students who would get less marks would protest.
The misconception that Muslims have is that they think that since Allah is so kind and merciful, He will forgive everyone. Allah is more loving than a mother and since a mother cannot bear to see his child in pain, Allah , also, will not be able to bear His creations in pain.
Well, let me give you an example. You make two robots. One of them works as you want it to while the other does not. Will you keep both of you or throw the useless one away? Of course, unless you don't collect junk you'll throw it away. Similarly, those people who obey Allah's commands will be rewarded by being sent to Heaven while the ones who do not obey Allah (God) will be useless and will be sent to Hell.
Another misconception is that Muslims think that whatever we do in this world does not matter because Prophet Muhammad (S) will intercede on their behalf and persuade Allah to accept them into Heaven.
You should know that Allah will only allow intercession of whom He wills (i.e. his faithful servants who obey Him) as Allah says in the Holy Quran in Surah al-Baqarah, Chapter no. 2, Verse no. 255:
Who is there can intercede in His presence except as He permitteth?
Note: You will find more options there on the top right corner, inshaAllaah.