Other forms: free lunches
If your dad tells you, "There's no such thing as a free lunch," he means that you can't get something for nothing — even if something seems to be free, someone has to pay for it.
A free lunch is literally "a meal you don't pay for," and this is probably the origin of the common expression "There's no such thing as a free lunch." Nineteenth century taverns in Britain and the United States frequently offered free lunches to lure drinking patrons. Economists were the first to use the phrase figuratively, most likely in the 1940's, arguing that government benefits had to be paid for by someone.