Without disciple and self-restraint you can't responsibly enjoy gambling as a form of entertainment. Casinos do their best to convince you that it makes sense to gamble more on games that are structurally unfair. When you win, it's easy confuse luck with skill; if you're not careful, you'll continue gambling until the house edge catches up with you. And when you lose money, it's tempting to bet more in order to recoup your losses.
If you're going to gamble, be sure to stay in control of your psychology. Know that to have any hope of winning, you need to bring enough money to weather the volatility (often >100x the minimum bet). Betting small amounts is as good as making a donation to the casino. So, if you're uncomfortable losing all of your chips, save your money and spend it elsewhere.