That's clear because gambling can get big profits quickly so most gamblers think they can enrich themselves by gambling but this is a misleading thought.
The biggest mistake a gambler makes is not realizing it from the start, but there's no need to regret it because without having bitter experience we can't learn more about financial calculations when gambling.
I am quite sure that a great deal of those people do know you cannot make money with gambling, however they read all the stories about people getting some impressive wins and they cannot help to think why that cannot happen to them?
And in theory they are not wrong, as they could get some massive wins if they are lucky enough, but that is the problem, they depend on their luck, and we know that on average you will get the results probabilities indicate, which as we know this means a negative expected value on each one of our bets.