“I'll give you the whole secret to short story writing. Here it is. Rule 1: Write stories that please yourself. There is no Rule 2.”

Source: The Sisterhood of the Traveling Pants

The Daring Young Man on the Flying Trapeze (1934), A Cold Day
Context: If you can't write a decent short story because of the cold, write something else. Write anything. Write a long letter to somebody.

This maxim (perhaps of gambling or horse racing origin) is widely attributed to Warren Buffett and, as such, has traditionally been cited in print; notably, it was attributed (perhaps facetiously) to him by Mary Buffett in, The Tao of Warren Buffett. A more uncommon, less well known version, and perhaps one with a more lasting credibility (or certainly with a higher degree of checkability), would be: "The first rule is don't lose, and the second rule is never forget the first rule." This version was noted by Steve Forbes in a friendly meeting in Omaha, in an article published as: Jay-Z, Buffett and Forbes on Success and Giving Back. This article is available on the Forbes website, published on September 23, 2010.
Disputed
Variant: Rule No. 1: Never lose money. Rule No. 2: Never forget rule No. 1.

Interview with New HWA Member Steve Alten http://horror.org/interview-with-new-hwa-member-steve-alten-by-ron-breznay/ (December 7, 2011)

Variant: When you write a story, you’re telling yourself the story,” he said. “When you rewrite, your main job is taking out all the things that are not the story.
Source: On Writing: A Memoir of the Craft

The Casebook of the Black Widowers (1980), p. 177
General sources
Context: When you write a short story... you had better know the ending first. The end of a story is only the end to the reader. To the writer, it's the beginning. If you don't know exactly where you're going every minute you're writing, you'll never get there — or anywhere.

As quoted in the epigraph in Fahrenheit 451 (1953) by Ray Bradbury; Susie Salmon also uses this quote in The Lovely Bones, and Daniel Quinn published a book in 2007 with the title If They Give You Lined Paper, Write Sideways (2007)
Spanish: "Si os dan papel pautado, escribid por el otro lado" (If they give you lined paper, write on the other side)
"If they give you ruled paper, write the other way" is often attributed to William Carlos Williams who was contemporary with JRJ.
Misattributed