The story is found in Daniel 6 where King Darius of the Medes throws Daniel into the den of lions because he would not pray to the king - instead being faithful to God only. The next morning, Daniel is safe having been protected by God's angels:
Daniel 6:12New International Version (NIV)12 So they went to the king and spoke to him about his royal decree: “Did you not publish a decree that during the next thirty days anyone who prays to any god or human being except to you, Your Majesty, would be thrown into the lions’ den?â€The king answered, “The decree stands—in accordance with the law of the Medes and Persians, which cannot be repealed.â€
Throw Christians to the lions.
MLB player Daniel Carbonell throws right.
MLB player Daniel Corcino throws right.
MLB player Daniel Descalso throws right.
MLB player Daniel Fields throws right.
MLB player Daniel Hudson throws right.
MLB player Daniel Murphy throws right.
MLB player Daniel Nava throws left.
MLB player Daniel Webb throws right.
Fear and jealousy. Nebuchadnezzar made Daniel a great man and made him ruler over the whole province of Babylon and chief of the governors over all the wise men of Babylon (Daniel 2:48) because he was able to interpret the king's dream. The Chaldeans probably knew better than to go after Daniel at this time. Instead, they accused those Jews (Daniel 3:8) whom the king had set over certain affairs of the province of Babylon (Daniel 3:12), of not worshiping the image of gold.
They used to throw Christians to the lions there.
It's not an idiom exactly. Romans used to throw Christians into an arena with lions as a form of execution. The phrase has come to mean any situation where someone is put into a situation where there's no way for them to succeed, or into a situation that's far over their head.