A w-2g form and the gross winnings is 2500 do you have to put that in your taxes?

Yes. If you have a w-2g form, then so does the IRS. It is considered taxable income. Failure to put it on your return could get you into trouble.

google +taxes and +"gambling winnings" for more information.

Disclaimer: I am not a tax professional or lawyer and am not qualified to give legal or tax advice.