I really like sleeping late in the mornings. But I would also like to start work early so I could finish at 3pm and enjoy my afternoons, but you can’t have your cake and eat it too = Man kann nicht alles haben.
This idiom often confuses people, and would probably be easier to understand if it were flipped around – you can’t eat your cake and have it – which is in fact closer to the original idiom, but is rarely used today.