Don't throw an egg at a wall
I could've sworn I've seen a similar proverb somewhere else, but I can't seem to find it.
This is a translation of a Korean proverb that I've seen often used. It's both amusing and useful so I figured that I'll throw it in :)
Basically the idea is that placing (throwing) lone stones (eggs) in areas that your opponent is strong in is just begging for them to be captured (cracked).
Nice analogy, no? ;)
AndreasTeckentrup: Probably just the Korean version of "Don't play close to thickness".
Karl Knechtel: I've heard the phrase "throwing eggs to (sic) a stone wall". I like the imagery invoked by "to" rather than "at", actually; it is as though you are vainly expecting the wall to catch them for you. :)
Example of this: