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Is there any value in "thinking for yourself" on subjects that have long been thought about before? Regarding whether God exists, for instance, lots of people far smarter and more knowledgeable than I have been unable to come to a consensus. If they can't figure it out, I have little hope of finding the truth myself. And if they did happen to come to consensus, it would be silly of me to try and prove them all wrong. So why should I think for myself if smarter people have already thought for me?

Philosophy doesn’t really advance by consensus. In the history of philosophy some of the most important philosophical works are ones that were not widely adopted at the time they were written. It may be that on any number of issues, someone has “figured it out,” even if it’s not universally acknowledged by other philosophers. If by “thinking for yourself” you mean putting aside the work of others because there hasn’t been consensus, then you’re right that such a strategy is unlikely to yield results. But if you mean that you should critically examine philosophical views that are not popular or widely accepted, then you are much more likely to be able to contribute to a discipline that progresses more by the combined efforts of its participants, than by the singular insight of individuals.