Just as we learn the nature of desire from experience, so we also learn from experience the effectiveness of some desires. Thus for example if I want to move my hand, I move my hand. On the other hand, if I want the lamp on my desk to pass to the other side of the room, it does not do so in the way that my hand moves when I want that to happen. Or if I am inside the house and want to be outside, I do not simply pass through the walls, but I need to perform a particular series of actions such as walking to the door and opening it.
All of these are simple facts about the world that we learn from experience, long before any philosophical reflection. But they are facts about the way the world works, not self evident consequences of the nature of our will or desire. I cannot rearrange the stars simply by willing it, but there is no reason in principle why I would find it strange if I could; it is merely a fact of experience that moving the stars is not in my power.
Likewise, there are some things where I do have some immediate ability to do what I wish, but not a perfect ability. For example, I can choose to draw a circle, but the circle is not perfect. And the circle would have been even less perfect in the past, before I had some experience of drawing. So my ability in this case can be improved by practice.
In a similar way, by the use of biofeedback, people can sometimes learn to change their body in various ways that one cannot normally control. Naturally, there are limits to this technique; no one will use it to obtain power over the movement of the stars.