What Does "You Can't Have Your Cake And Eat It" To Mean?

It means you must make a choice, even if it is difficult. Say you've been served a piece of your favorite food. You can keep it, stare at it, put it in the freezer, whatever--or you can eat it. But once you've eaten it, you can't keep it anymore--it's gone. But if you keep it, you can't eat it. Assuming she's not talking about actual food, she's asking you to give up something. For example, I can't have an exclusive relationship with my husband and date someone on the weekends.

It means you can't get your way all the time. For example, most men like to have multiple women, they like to cheat, but if their girlfriend do it, then their ego is shattered and they're enraged. So, in this scenario, the men wants to have his way and do things even if it's wrong, but if his girlfriend  or wife do it, then she's unfaithful, a whore, and wrong for doing it. He wants to get his way even if it's wrong and  he or she doesn't want to own up to their wrongdoing because they could care less and they just want to do it their way.