Even if you only accept bitcoin for your gambling site, there are still a lot of prerequisites to keep it up and running and you must conform to several laws of several countries you want to service. Procuring a license is pretty straightforward though somewhat tedious and costs a lot of $$$, and requirements vary from country to country. OmegaStarScream pointed Malta as one of the hubs of online gambling, though the EU is slowly creeping up into the state's front door to impose KYC and AML to all things crypto-related, so there's that.

Anyhow, walking up to your local bureau who handles such licenses is still the best place to start. It will not be a walk in a park, but as I've said, it's pretty straightforward, you just have to complete your requirements.