You cannot eat your cake and have your cake; 48 and store 's no sore. - Miguel de Cervantes

We have not run across anyone,” responded Don Quixote, “but we found a saddle cushion and traveling case not far from here.” “I found them, too,” responded the goatherd, “but I never wanted to pick them up or go near them because I was afraid there’d be trouble and they’d say I stole them; the devil’s sly, and he puts things under our feet that make us stumble and fall, and we don’t know how or why.

I've always heard the old folks say that if you don't know how to enjoy good luck when it comes, you shouldn't complain if it passes you by.

Our greatest foes, and whom we must chiefly combat, are within.