Brain is sophisticated arrangement, full of synaptic interconnections that can be either created or destroyed during a phase of gambling. All depends on the level of various hormones  in you blood including adrenaline. If it is high then you may damage yourself but the  moderate level is conducive to the establishment of new synaptic connections that helps the health. Gambling  increases the level of hormones. Moderate is good but the higher it is the more dangerous they are. People become addicted to drugs and drink when they constantly have the high adrenaline level in their body.