Beggars can't be choosers--
Somebody who is getting something for nothing is hardly in a position to decide exactly what he is going to get. (Similar is "Don't look a gift horse in the mouth.")
Rather you than me--
If something undesirable is going to happen I would prefer that it happen to somebody else rather than me.
That's a weight off my chest--
I feel better because a burden (figuratively) has lifted from me.
It's six of one and half a dozen of the other--
There is no real difference between the two.
You can't have your cake and eat it--
If you eat your cake you won't have it anymore. So you can't have your cake and eat it too. You can have something or you can consume it, but you can't do both.
Don't rub it in--
If you got the better of somebody in some way you are likely to annoy that person if you gloat about it. Example: "You won the argument. Don't rub it it."
Serves you right--
That's just what you deserve. It's an expression of somebody gloating over somebody else's misfortune.
(Say: "I have some idiomatic expressions that I couldn't find the meanings to. Would you help me figure them out?")
