The usage of "it"
Solution 1:
If we say “anything we want to make” we might mean a piece of woodwork, a recipe for a dinner dish, a dress, a painting ... The sentence does not define the object of “make”, which should be “a future”.
If we say “anything we want to make of it”, the “it” refers to the future and therefore clearly restricts the object of “make” to “the future”.