It’s happened to me many times. That’s why I think it’s better to do the opposite: start with a decent capital and aim for smaller, more realistic wins. It keeps you grounded and helps you manage your emotions better.
I still think it is better to start with a small capital even if you have the money to fund big and can wager more to win big in games. Gambling is a game of luck and the more you try, the more the chances of you hitting the jackpot and winning something huge. If you’ve used all your funds and start to set small goals, at your first trial, if it doesn’t go well for you and loss all your money, you could be traumatized about it which is bad for your well being.
Risking little amount of money and aiming for little profit from time to time and watch your bankroll grow is better for you if you know. So stick to it and manage your money well instead of funding all the money you have and not lucky, then lose it all at first trial.