A burden which one chooses is not felt.
More Italian Proverbs:
Life is half spent before we know what it is.Italian
They who sing through the summer must dance in the winter.
Italian
Take care you don't let your tail be caught in the door.
Italian
The tree is not felled at one blow.
Italian
Grease to the wheels.
Italian
Don't play with the bear if you don't want to be bit.
Italian