There are lots of reasons that may contribute to a gambling addiction, e.g. money problems, the desire to experience thrills, the entertaining atmosphere of the gambling scene, etc. Quite a few gamblers suffer from substance abuse problems, such as alcohol, depression, personality disorders, or ADHD (attention-deficit/hyperactivity disorder). Some people might be more at risk than others, e.g. people with addiction problems in the family, workaholics, people that are easily bored or highly competitive.
Once the addiction takes hold, it’s difficult for the gamblers to break the vicious circle: After they, for example, have lost lots of money, they desperately want to win back their losses. When they finally win, they often go on gambling to win more because the sum is rarely enough to cover what have already lost. Most affected people never even come close to breaking even.