I've tried to restrain myself from gambling when I had money in the form of a balance. I've played games or watched movies and videos, but the desire to win has caused me to lose control, ultimately depositing my balance at an online casino and starting to gamble. I've experienced this myself, so it's difficult to be a responsible gambler unless we force ourselves. You're right, we must be careful when gambling, because the decision is ultimately ours.
If you can actually learn how to control how you spend and what you spend on, it would get easier to be responsible when gambling or engaging in other activities. For someone who is really active in gambling, I know it's easier said than done and still very much difficult to be responsible. But like you noted, we've got to strive and push harder so we don't let something that should ordinarily be a harmless recreational activity control our lives.
Try budgeting your income and strive to keep to it. Overtime, it would get easier.