Wiktionary
vb. To learn by experience the consequences of make mistakes.
Wikipedia
Learn the Hard Way is the fourth album by the American pop punk band The Copyrights, released on Red Scare Industries in 2008.
Usage examples of "learn the hard way".
Because the technology of each of these companies was new and unproven when I invested, and because there were no real markets for the new technologies at the time the investments were made, I had to learn the hard way, which was by experience, as opposed to through advice.
As one of the seventeenth-century clerics who had joined Grantville's cadre of twentieth-century pastors, he had had nearly a year and a half to learn the hard way about the barbaric practice of making the smokers stand outside.
Nearly 15 years in the Immigration Service had shown me a few things you wouldn't want to know about, and taught me a few lessons no one should have to learn the hard way, but it had also been a good way to learn about the off-worlders.