If you work as an employee, the cost of some taxes are paid by the employer, but never show up on a bill or paycheck to the employee.

If you are self-employed, you have to pay both the employer and employee portion.

For example, Social Security and Medicare taxes are 7.5% paid by the employee and 7.5% paid by the employer. (That isn't the exact value. I'm using round numbers.) If you work as an employee, you only see 7.5% deducted from your paycheck. If you are self-employed, you have to pay the full 15% = 7.5% + 7.5%.

There are other taxes, like unemployment insurance, that you have to pay if self-employed.