Since there is no strategy to win while gambling, unless you are playing poker against other players or sports betting, the best way to ''not lose'' is to play only with bonuses offered from the casinos. Almost all casinos and online gambling websites offer some sort of bonus, welcome bonus, referral rewards, etc. The catch is that you will have to wager that amount many times in order to be able to withdraw, however if you only play using bonuses you will eventually hit a big win.
Bonus in casinos are a waste of time and those no deposit bonus always have a high rollover like 40x-50x the bonus amount. You can't clear it to make a withdrawal because the bonus isn't big enough it only last for like 10 -20 spins until you lose.
There is really no need to become psychologically affected upon losing.
It's only easy to say because you're not in the shoes of other people even if you're ready to lose you can't avoid the feeling of regret,stress etc.
I already mentioned the rollover problem. I have personally won a few times, it's obviously really hard but after all you are gambling, you are relying on luck anyways so you might as well try your luck without spending any money.