This is definitely true.
I have seen countless people whoa re unemployed pick up the habit of gambling, and this is incredibly damaging to them. First, it gives them something to do during the day, which means that they may no longer be as inclined to look for work. Secondly, it means that financially they are always stuck, as they often pick up debts in order to fund their gambling activities.
As a bare minimum, have some sort of steady income stream before you start gambling. Otherwise you are much more likely to fall into addiction.