I first heard it in person as advice from people who were born in the 1890's and I think it was something that had been explained to them as children themselves

I first heard it in person as advice from people who were born in the 1890's and I think it was something that had been explained to them as children themselves. Seemed to me it probably originated in New York City. Heinlein was referencing a familiar but cynical saying which is an example that was intended to be kept in mind whether you understood the full implications or not.