You can turn it into a profitable activity, if you play it smart. So don't do things like spending all your money on it.
And you need to know when you have to stop. If you lose your money from your first deposit then you need to stop playing. Otherwise you will lose to much.
Playing smart isn't enough to make profit out of gambling since intelligence isn't the only factor that will make you win or loose , you can have all the stats and put the best strategy in order to win your bet , yet something unpredictable happens and everything goes south . Knowing when to stop is something most people don't do , but loosing from the 1st deposit isn't really an indicator that you should stop . You should also play a game that you are quite familiar with , but even with that , luck will always be the master .