"Can't see the wood for the trees." = being so overwhelmed by details that the wider context cannot be understood.
"Between a rock and a hard place." or "Between the devil and the deep blue sea"
= Being in a difficult situation which you can't decide a way out of because all of the available choices seem equally bad.
"Better the devil you know." = If you are in a situation where all choices seem equally bad, choose the option that you have the most previous experience with.
"Nothing ventured, nothing gained" = If you do not make an attempt at something, you cannot hope to succeed.
"You can lead a horse to water, but you can't make it drink" = There is no guarantee that advice you offer will be taken, no matter how well meaning it is.
- and a local one I hear a lot in Yorkshire still -
"There's nowt as queer as folk." = people are [expletive] complicated creatures. Do not attempt to understand all of their behaviour, for it is a futile pursuit.
(NB - the use of 'queer' doesn't usually have the modern LGBT connotation when used in this phrase - it just means "strange". 'Nowt' is the local dialect for 'nothing')
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When you are fighting an invisible monster, first throw a bucket of paint over it.