I just thought about this today. Every time you are transacting with bitcoin, you will be told that you have to wait for bitcoin confirmation. This is common with bitcoin gambling sites. What I know is that bitcoin transactions are irreversible. Then why is it that you have to wait for the confirmation before initiating anything?
Situation is different on many webaite. For example bitpay accept bitcoin payments with only one confirmation. Also there are gambling websites which are immediately adding your coins without confirmation but it doesn't mean they you will withdraw them without confirmation. Confirmation is for to be secure against double spending.
You can see more detailed information here:
https://en.bitcoin.it/wiki/Confirmation