The usage of "it"

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”.

"Anything we want to make" describes an undefined entity among a great many that we will think about. Therefore, your sentence is saying that among this set of things, and there can be some rather comparatively puny ones in it, as for instance a sand castle, the future can be any of them. It is not logical because what you want to make goes beyond just shaping the future.