The expression is from a line in Christopher Marlowe's poem The Passionate Shepherd to His Love. This was published posthumously in 1599; Marlowe died in 1593.
...And I will make thee beds of roses
And a thousand fragrant posies,
A cap of flowers, and a kirtle
Embroidered all with leaves of myrtle;...
The common saying is: "Life is not a bed of roses". Surely life has its ups and downs but just like a rose is not a rose without its thorns, life cannot be without pains and heartaches, but it is up to us to assume the fact that no matter how minor, pain is still pain and heartache may either destroy us or make us stronger. But we have a choice, always. Here is a beautiful ballad from Bon Jovi entitled "Bed of Roses". I just don't like how the video ends. It could have ended with a reconciliation or something else, but...