It is not just gambling but everything of which someone is addicted, is not easy to give up. You are the person who can help you at first, you need to make yourself assure that what were you doing till now was wrong and is bad in all perspectives then seek external help. It needs strong will and clear vision driven by inner will and you can get rid of gambling addiction over the time.
Sometime it is not easy to change yourself. You also need some support to empower yourself to overcome all sort of difficulties. But of course, the first and most important is that you must take the first step and willing to put in effort to change, then the other support will be useful to help you to change.
Once a person has made his mind to accomplish something, he becomes unstoppable then. Gambling addicts face a lot of difficulties when it comes down to quitting. Even they are aware of their present situation and want to get out of it most of them still keep on gambling.