Oh yes I have done this multiple times in my life during my college days.
I remembered my brother used to gamble and he would win tons of cash during his experience. I envied him so I tried to mimic his techniques and methods by doing exactly the same that he did. Unfortunately, I learned the hard way about the nature of gambling revolving around luck. So when my brother asked me about my winnings, I lied in order to conceal my embarrassment from him.
Another thing, my father frequently bothered me with my gambling habits. I also told him that I stopped but in reality, I gambled in secrecy. While these experiences seemed to cover my failures and short-comings, I am not proud of those lies that I made.
Oh, it's good that you've admitted your past mistakes now. If you look at the issue from another perspective, you should see how many moral and social problems gambling has caused you, from addiction to losses to embarrassment to lying....
Now you have to ask yourself: Was everything you did in the past right? Or should you change your habits and try to avoid the mistakes you made in the past...