What are English idioms for "you have to pay a very high price to get the thing that you want"?
You can use the metaphor "to pay a high price for something".
Alternatively, use the proverb There is no such thing as a free lunch, which means it is impossible to get something for nothing, there is always a price to pay.
If you mean that you have to pay a very high price to get the things you want and you have doubts about it, or you are not sure if it's worth it, you can say The game is not worth the candle. This idiom is a bit old-fashioned though.
This one looks very close to this meaning: Give an arm and a leg for (something)