Yes, we have a great variety of excellent proverbs about this, perhaps even more catchy and appealing than in other languages. Here are some examples:
Быстро только кошки родятся. Literal meaning: What happens quickly is only reproduction of cats. Global meaning: Everything takes time.
Москва не сразу строилась. Literal meaning: Moscow wasn't built instantly. Global meaning: Everything big is done gradually.
От нетерпения вода в котелке не закипит. Literal meaning: Impatience won't make the water in the pot boil. Global meaning: There's no use of impatience.
Терпи, казак, атаманом станешь. Literal meaning: Be patient (in enduring difficulties and sufferings), private, you will become a commander. Global meaning: Efforts and sufferings will pay off.
Here is a very Russian way to express what you want to express:
Что, получила права и думала, что уже всё умеешь? Ага, разбежалась!
Быстро научиться нельзя, потому что быстро только кошки родятся. На
всякое хотенье имей терпенье, а от нетерпенья и вода в котелке не
закипит. Так что терпи, казачка. Атаманшей станешь! :)
Update: I did not add one important thing, assuming it goes without saying, but the comments below suggest it doesn't. The above example is humorous and has to be said in a proper manner, in a convincing but humorous and positive tone, with a smile on your face and with love in your eyes. The use of proverbs is supposed to be just the icing on the cake. The cake is your tone and facial expression. Overall, in such situations, it mainly boils down not to what you say, but to how you say. If you say the above speech in a wrong tone and with a wrong facial expression, it can do more harm than good :)