That has to be done if we are curious about gambling and want to feel what it's like to play gambling. The risk of losing money will be there, and we can't refuse it, but we can reduce the risk, so it doesn't become big. And limiting yourself to playing gambling can also reduce the big risks that will arise after you are done playing. So enjoy the moment you play gambling and stop immediately if you feel you have had enough fun because you can experience more losses the next minute.
You will always lose money in gambling. There is no way you can always win in gambling. People usually win few games and then lost everything in next one or two games. This will keep on repeating until we know the fact that no one can beat the house forever and no one can win all games.
The best way to maximize your profit and minimize your risk, is to have money management techniques when you start to gamble. Only allocate a certain portion of your portfolio in gambling and never take risks out of greed etc. The best thing is to make a plan and then gamble according to that money management plan.