Ok, in the first case, all you need to do is read the sentences in reverse order:
Because you didn't come here to make the choice, you've already made it. You're here to try to understand why you made it. I thought you'd have figured that out by now.
= I thought you'd have figured out that + you're here to try to understand why you made + the choice that you already made.
In the second case, again - just read in reverse order:
Neo: What do you want, Smith?
Smith: Oh you haven't figured that out?
= Smith: Oh, you haven't figured out what I want?
(that being said, it's been years since I've watched the Matrix, so I don't remember the context at all)
Yes. This:
… and then you can make your own siphon
literally means this:
… then you can make a siphon which will be your own
And it suggests very strongly that you will make the siphon by yourself—in other words, that you will make the siphon on your own. It really just means the same as:
… and then you can make a siphon.
Here's what's going on.
"Your own X" means the same as "Your X"; the word "own" just adds emphasis. For example, if you save enough money, you could own your own car—as opposed to driving a company car, using taxis, etc.
To do an activity on your own means to do the activity by yourself, or at least without the usual kind of supervision or guidance. There's no noun after "own". For example, you can learn English on your own instead of taking a class. "On your own" is different from "your own X".
When you "make your own X", the literal meaning is that you make an X, which naturally is your X. Whatever you make, normally it belongs to you, since you made it. And since you made it, you probably made it by yourself. So, "your own" is redundant. The extra phrase "your own" emphasizes you, separate from other people. This emphasis on you suggests strongly that you will make the object using amateur methods, as opposed to purchasing it from a manufacturer or hiring a professional to make it for you.
"Make your own siphon" is slightly playful, since (I think) most siphons are made from whatever materials are at hand, not bought from manufacturers. Normally, people say "make your own X" when talking about how to make something that's usually made in factories. For example, here is a book titled Make Your Own Electric Guitar. Since electric guitars are normally made only by professionals, the title of the book clearly means that it provides instructions for an amateur to make an electric guitar.
Best Answer
The phrase 'out of' can be used to talk about manufacturing or creating something by using one or more ingredients or constituents. We make an omelette out of eggs and butter. We can make a house out of (among other things) bricks, stone blocks, etc. In the 1980s a British insurance company advertised its fuss-free approach to claims with the slogan "We won't make a drama out of a crisis".
You did not state the source of your sentence. It is from a short story called 'Rain' by W Somerset Maugham. A Christian missionary is talking about converting the indigenous inhabitants of a Pacific island to Christianity. One of the central beliefs of the Christian religion is that everyone is a 'sinner'. A 'sin' is an action forbidden by the Christian god, and for which the sinner is required to obtain forgiveness from the god, or else go to a bad place after they die. Since the islanders previously had no idea of 'sin', missionaries tried to make them believe that some natural actions that they did were forbidden by God. Thus 'sins' were manufactured in their minds. The Christian churches often made sins out of natural (e.g. sexual) actions which provided a source of guilty feelings. Maugham is being cynical here.