“Experience is the best teacher” is a proverb that can be traced back to classical Rome. “Experience gives us the tests first and the lessons later” is a popular saying, showing that experience is the reverse of what a school teacher does.
 
“Experience is a tough teacher, it says here, because you get the tests first and the lessons afterward” appears to have been cited in print since at least 1953. (The Google Books date might be incorrect.) “Experience is a hard teacher because she gives the test first, the lesson afterwards” was popularized by the baseball pitcher Vernon Law in 1960, but there’s no evidence that he said it first.
 
 
The Phrase Finder
EXPERIENCE IS THE BEST TEACHER - “The great Roman leader Julius Caesar recorded the earliest known version of this proverb, ‘Experience is the teacher of all things,’ in ‘De Bello Civili’ (c. 52 B.C.). Over a century later, the Roman author Pliny the Elder in ‘Naturalis Historia’ (A.D. 77) wrote, ‘Experience is the most efficient teacher of all things,’ and the Roman historian Tacitus said simply, ‘Experience teaches,’ in his ‘Histories’ (c. 209). The earliest English rendering appeared in 1539 as ‘Experience is mother of prudence,’ which was included in Richard Taverner’s ‘Proverbes or Adagies.’.the exact wording, ‘Experience is the best teacher,’ appeared in the ‘Widow Bedott Papers’ by Frances M. Whitcher.”
 
Wikipedia: Vern Law
Vernon Sanders Law (born March 12, 1930 in Meridian, Idaho) is a retired Major League Baseball pitcher. He played for 16 seasons (1950-1951 and 1954-1967) for the Pittsburgh Pirates.
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Law has been credited with saying, “A winner never quits and a quitter never wins.” and “Experience is a hard teacher because she gives the test first, the lesson afterwards.”
   
Google Books
Survey of Buying Power
Volume 71
1953
Pg. 100:
Experience is a tough teacher, it says here, because you get the tests first and the lessons afterward.
 
Google Books
The Michigan Bell
Volume 37
1956
Pg. 21:
Experience is a rugged teacher — she gives the tests first, and the lessons afterward.
 
14 August 1960, The Times-Picayune (New Orleans, LA), “How to be a winner: Star pitcher Vernon Law’s rules for success are as meaningful off the field as on,” This Week magazine, pg. 2, col. 1:
Experience is a hard teacher because she gives the test first, the lesson afterwards.
 
Google News Archive
12 July 1967, Pittsburgh (PA) Press, pg. 26, col. 6:
Worth Repeating
Experience is a hard teacher because she gives the test first, the lesson afterwards.
—Vernon Law
 
10 December 1982, The Sun (Baltimore, MD), “For novice marathoners, a few tips” by Susan Reimer, pg. D3:
Vernon Law, a former Pittsburgh Pirate pitcher, used to say that experience is a great teacher. Unfortunately, he said, it gives the tests first and the lessons after.
 
Google Books
Romance
By Gwen Davis
New York, NY: Arbor House
1983
Pg. 155:
Although it seemed a little lofty, and mayhaps a touch self-aggrandizing, you never knew, or, as it once said on a Celestial Seasonings tea box before they sold out to General Mills and stopped being interesting, “Life gives us the tests first, and the lessons afterwards.”
 
Google Books
Patsy Cline
By Ellis Nassour
New York, NY: Dorchester Pub.
1985
Pg. 336:
“Experience is a hard teacher. She gives the tests first and the lessons come after.”
 
Google Books
The Oxford Dictionary of American Quotations
By Hugh Rawson and Margaret Miner
New York, NY: Oxford University Press
2006
Pg. 245:
Experience gives us the tests first and the lessons later. —Naomi Judd, public radio interview, Weekend Edition, Jan. 29, 1994