Can you articulate what you mean by "pick what you were doing"? Because if you mean "did you choose what score to go for" the answer is "kind of, it was a introductory game so we sort of just agreed on one the GM had run before." If you mean something deeper, I would need a better explanation.
But broadly: no, it did not feel especially different than most RPGs with a lot of player agency within the context of the "adventure." The real difference was the constant attempt to interpret results of "success with a cost" which at times felt forced (similar to interpreting Genysys dice).
@Ovinomancer has given you a bang-on set of answers, but I'm going to tell you what by-the-book GMing a session of Blades in the Dark looks like so you can distinguish it from other forms of GMing (and understand how what your GM was doing wasn't by-the-book). What I put in quotations will be things I (GM) say aloud. What I italicize will be my (GM) internal headspace. Hopefully, this does work:
* "Alright, what do you guys want to do tonight? Is it time to end your At War status w/ The Circle of Flame? You guys mentioned you wanted to press the Ink Rakes into running a story on x. You want me to frame an Information Gathering scene at the Duskvol Times around that? Amy, your Enemy, Casta the Bounty Hunter, is loose from Ironhook after their Clock went off during Downtime because you couldn't muster the results in your own Downtime Activities to put a stop to it; we want to look into that? You were looking at Patron; get some dirt on a higher-up and put pressure on them?"
*
1-3 result during Info Gathering phase with Survey...alrght, sure the thing they wanted to be true is true but what is some bad news that doesn't escalate things too badly because Info Gathering phase...hmmmm. "Jack, alright yeah...it was as you suspected. It was in fact Roric's (former Crows leader) that was fished out of the drink in Tangletown. Someone has violated the Tangletown non-violence truce. But it wasn't the comparatively weak Red Sashes (Tier 2) that you have no beef with. You guys are -2 Faction with The Dockers (Tier 3), right? While you're leaning against the ropes that make up the banister of the spiral stair of this flotilla...you see Nico and Luca...Dockers...and they see you and the look you exchange tells them 'they know that you know it was them'...you've had a bad run-in with these guys in the past. Tell us about it."
*
Casta the Bounty Hunter, Amy's Enemy is on the loose. Master Threat Hound/Lurk archetype and Tier 2. Info Gathering sucked for these guys. Things went all bad. We have no idea about The Circle of Flame's security for this gala where The Everlife Stone of the First Age is being auctioned...we have no idea what is lurking on the ridge of that pitched roof. Engagement Roll 1-3...Desperate Position. Massive line and with bourgeoisie and someone next to the PC that knows her and is a huge threat to make her despite her disguise > Desperate : Standard Sway to annoy them socially into leaving her alone > 4/5 result success but major complication > Of course Casta was hired by The Circle of Flame as security measures against The Crew! "Amy, the noble couple are repelled by your your endless and obnoxious chatter. They haven’t made you and they’re turned back around focused hard on security checkpoint to get through the line and away from you! However, suddenly, your forged invitation (Tier 4 Asset, so Great Effect, gained pre-Score vs The Circle of Flame; Tier 3) abruptly explodes out of your hand and flitters to the ground. You pick it up and its been damaged virtually beyond repair...high caliber ammunition has obliterated it...someone shot it within the area of a Silence Vial because neither you nor anyone else heard the crack of the shot. Your well-trained eyes are drawn to the roof due to the trajectory of the shot. You see a glint of rifle sights. Casta pulls her head out from behind her sniper position on the roof's ridge. She gives you a GIT GUD SCRUB nod and winks at you before she quickly disappears behind the ridge line with the tripod and rifle. The game is afoot as she's on the prowl!
I'm starting an Alarm Clock and ticking it once; 1/4 (when it goes off Casta is going to engage you in mortal combat). That is 1 out of the 3 for your Desperate Complication. The rest of it is your nearly ruined invitation.
Your spot in the queue is coming up. You've got a mere minute before you're going to be forced to show your invitation and either ushered inside or booted. What are you doing? Definitely Desperate Position if you want to try to somehow repair this damaged forged invitation...unless you have something up your sleeve? What are you doing?"
This continues, on-and-on, until the session is over. Following the established fiction, following the GM principles and play agenda, following the players' leads, provoking them to action, throttling up and back my adversity (Position and Effect driven by the parameters of the fiction which includes the Score Type/Detail, the Tier of the adversary in play, their assets, the fiction to date, and "what's on
the playing field") within the constraints of the intersection of the games procedures/rules/principles/fiction/and unfolding (and likely unravelling!) situation.
EDIT - In case its not clear:
* Players come up with the agenda for play.
* I frame scenes around either (a) what they've directly cued me with (their words) or (b) some nexus of what has transpired prior + the dramatic needs inherent to individual PCs or The Crew at large.
* We follow around the characters in Info Gathering phase until its sufficiently resolved to start a Score. We Loadout > we gather dice pool for Engagement Roll > I frame opening situation/obstacle of Score informed by Info Gathering + Engagement Roll result.
* We keep doing this until the Score resolves (conversation following fiction and GMing principles and rules with me introducing provocative situations/obstacles until either goal is met and Score is completed or they bail because calamity has ensued or things "got too hot") and then we do Payoff > Crime Boss > Faction > Entanglements > Downtime (where I handle my table-facing Faction/Setting Clocks which observe all of the established fiction that has happened and the principles of proper GMing so they can, at their discretion, interact with them to stop bad stuff from going off).