I'm having trouble understanding this: The free variables are called free because they can take on any value; none of the equations relates any of them to each other. Why can we set free variables to an arbitrary s or t?
Example:
Say we have $A = \begin{bmatrix} 1 & 2 & 2 & 2 \\ 0 & 0 & 2 & 4 \\ 0 & 0 & 0 & 0 \end{bmatrix}$ and we are looking for solutions to $Ax = 0$. Here, we have column $1$ and $3$ as our pivot columns (and $x_1$, $x_3$ are pivot varibles) and column $2$ and $4$ as our free columns (and $x_2$, $x_4$ are free variables)[1].
To find a solution vector $x =\begin{bmatrix} x_1 \\ x_2 \\x_3 \\ x_4\end{bmatrix}$, we can set any arbitrary values to $x_2$ and $x_4$ which will lead to some values for $x_1$ and $x_3$, thus giving us our solution.
The confusion: setting arbitrary initial values to the "pivot variables" ($x_1$ and $x_3$) and then finding the values of "free variables" also leads to a solution. Then why do these "free variables" exist? And why are they called "free"?
[1] Page 80, Strang, Gilbert, Linear algebra and its applications, Boston, MA: Brooks/Cole, Cengage Learning (ISBN 978-0-534-42200-4). 496 p. (2007). ZBL1329.15004.
Lecture by Gilbert Strang illustrating this example: https://youtu.be/VqP2tREMvt0?t=322