The proverb 

> He that will not when he may, when he will he shall have nay

basically states that one should not be too demanding when it comes to choosing.

According to Wikipedia:

> as the *ancient* proverb proposes
>
> <sup>[Wikipedia, The Heron and the Fish, 02:07, 16 September 2017](https://en.wikipedia.org/w/index.php?title=The_Heron_and_the_Fish&oldid=800850845)</sup>

it describes it as ancient but there's nothing I can find that links this proverb to a source of some sort. The footnote only redirects me to [this broken link](http://www.answers.com/topic/he-that-will-not-when-he-may-when-he-will-he-shall-have-nay).