A ship in harbor is safe, but that is not what ships are built for.

John Augustus Shedd (1859-1928) American writer, educator

Salt from My Attic (1928)

Variants:
• "Ships in harbor are safe, but that is not what ships are built for."
• "A ship in port is safe. But that’s not what ships were built for." (used by Grace Hopper)
• "A ship is always safe at shore, but that is not what it is built for." (frequently misattributed to Albert Einstein)

More information on this quotation here. Sometimes (mis)attributed to William Greenough Thayer Shedd.