Experience keeps a dear school, yet Fools will learn in no other.

Benjamin Franklin (1706-1790) American statesman, scientist, philosopher, aphorist
Poor Richard’s Almanack (Dec 1743)
    (Source)

Franklin quotes Poor Richard as well in The Way to Wealth (1758).

More discussion of this quotation, and an image of the original page: Experience Keeps a Dear School; Yet Fools Will Learn In No Other – Quote Investigator.