My first ever memory of gambling was with satoshidice. This is not just gambling on crypto or gambling online, this was my first time gambling EVER. Anyway at the time blockchain.info had this thing where you can gamble on satoshidice from their website. I had the money on blockchain.info and decided to send it over to satoshidice since it was really small.
I didn't put the transaction fee into calculation and what I needed to send to satoshidice didn't registered because it lacked the transaction fee. They did returned the money to me like in 2-3 days time but until than I reaaaally made a scene on bitcointalk and said how they were scammers and how they are pieces of something, it was like less than a dime

.
Having to deal with transaction fees is a hassle but having your deposit not registered into your account because of the lack of the tx fee is just unfair. I have not encountered such problems with using gambling sites, thankfully. I think it would be more of a problem if we encounter a hard time claiming our winnings, which happens with other gambling sites.