Most people gamble because they see gambling as a quick and easy way to make money.
While the previous answer is correct, there is much more to it. Gambling can be very addictive. To some it is the thrill of "beating" the house or another player (Poker). Some people gamble in casinos because they enjoy the interaction with other players, some people gamble because they want to be the one to hit the mega jackpots, and some people gamble because they are truly addicted to gambling. The worst thing that could happen to a person who makes a bet the first time is to win, it gives them the false sense of being a winner and that they can always win, thus they become addicted. People that gamble "all the time" are addicted to gambling and need help in overcoming their addiction.