Thinking out of the box is just thinking. Nothing more.
It's just that sometimes, somebody else doesn't like the way you think because it's different from them, they don't understand it and it robs power from them. They put constraints in the form of rules and norms to control you and tell you that you're doing it wrong.
That is the box. That is bad.
But worse still is when you agree that they are correct and accept the box and live in the box according to their whims and fancies.
That is why, when someone attempts to think or act outside of the box, they are called cheaters.
The truth of the matter is, we must think within a box, because we are human beings and our minds are limited. We just need to decide, which box it will be.
My box is Islam. I choose it consciously. Every day.
I am free from all other boxes, but Allah made my box, and I am happy living and thinking in it.
What is your box?
