With accent marks:
Лю́бишь ката́ться, люби́ и са́ночки вози́ть.
If you like sledding, you should like to carry the sled.
No doubt, sliding down the slope on a sled is very nice. But then you have to climb the hill again, and even drag the sled.
In anything you do, there are both pleasant and unpleasant moments. You should enjoy doing both.
The closest English equivalent: There is no such thing as a free lunch!
Other Russian proverbs
Оne can not see the wood for the trees.
Poor people are inventive.
Don’t wave your fists after the fight.
Another's soul is darkness.
In a quiet whirlpool, demons live.
Bitter truth is better than sweet lies.
An old friend is better than two new ones.
The demon is not as scary as he is depicted.