People tend to look for excuses when they feel guilty, so first step is to understand that it is ok to make mistakes, that you are still a human being capable of improvement and adaptation. You are not bad because you are gambling too much, you are bad if you decide to do nothing about it. Forgive yourself, move on, change and improve.
This advice is very good but the gambler must be responsible and have come to his senses before he could be thinking this way. This is actually a sign of a new birth because no matter what you tell those who are addicted to gambling, they will not yield, while many of them do not even have the sense to think about gambling too much not to mention the guilt from it. Gambling is best done responsibly and if anyone has the guilt of gambling too much, it must have been the person who is losing much or not gaining much, because I don't know anyone who will be winning in gambling and still be feeling guilty about it, guilt of what? This is why taking a break once in a while is advised for such a person, and if gambling is too good to take such a break, the person might want to limit the gambling time, this also helps.
And in case taking a break is what such would opt for, it's good to use the spare time opportunity to learn more about how to gamble to gain, and find ways to minimize losses. There are ways to manage one's portfolio while gambling through some calculations and plans, I strongly suggest that too.