Because gambling provides variable and unexpected rewards, people can easily imagine that the next attempt might fulfill their needs. 'What if i won 10,000 tomorrow?' is an example of a thought that might seem logical to a person because of the variable rewarding system.
When a person gets two similar items in a slot machine, he assumes that he was very close to winning while in fact the next time he tries the probability will be the same since the slots will be reset. The near miss effect makes people think they are getting closer and so it keeps them going.
Some games make people think that they are in in control while in fact all gambling games involve a great deal of luck. A game of cards for example can make a person think that he is in control even though the cards he gets are mostly what get to determine the results.
As a person loses money, he might become addicted to gambling with the goal of making up for the loss. Because most gamblers lose money, most people are likely to keep trying over and over after they gamble once.
When a person wins, certain lights turn on and certain sounds are played. This makes other gamblers think that they have a great chance too. The fact that someone has just won makes the gambler think that he can be the next (See what the subconscious mind does).
When a person wins a small amount early on, lets say 10 dollars, he might think that he has a very high chance of winning the jackpot, while in fact it's just an illusion.
Gamblers keep losing money but keep gambling because they believe their luck will change. In fact, statistics show that almost all gamblers lose and that on the long term the only winner is the casino (See why do people believe in luck).
Financial problems can hardly leave the mind of a person but as soon as he enters a casino he leaves them on the door. The subconscious mind of a person believes he entered a place where all of his financial problems can be solved and this is why it's a perfect place to escape from those problems.
Most gamblers need money. They know that it's risky but because they don't have a better way of getting it they go for the risky road.
Many gamblers believe that people can become rich quickly or overnight. While this can happen in very rare occasions, the probability is extremely low. Gamblers want a short cut to getting rich instead of the long hard road (See why some people fall for scams).
In some games, such as the roulette for example, the gambler is responsible for one of the steps (throwing the ball). This makes the gambler think that he is in control because of the personal choice he made. The illusion of being able to influence the game can easily make a person addicted.
Some people use gambling to run away from unwanted emotions such as stress, loneliness or anxiety. Those people usually get indulged in the gambling process to forget about the other emotions.