The bottom line is that gambling establishments like land-based casinos and online gambling sites are set up to take in more money than they pay out. This means that over time, you will lose more money than you win.
And, remember it's not just casinos. All forms of gambling have the same principle – the vast majority of people lose so that a very small minority can have big wins. Virtually all people with gambling problems hold the false expectation that they are the ones who will be the big winners.
That belief feeds the problem.