There may be countless reasons why people become addicted to gambling including early childhood experiences, traumatic events, or certain personality characteristics. The search for causes can be therapeutic, but not necessarily essential in order for someone to stop gambling.
There is research that indicates a physiological predisposition for certain people to become addicted to mood altering experiences and even some research that suggests biochemical differences contribute specifically to the development of a gambling addiction.
This information provides some explanation (and perhaps even forgiveness) for why many people develop a gambling addiction, but once a person is able to admit their gambling is destructive, it is time to confront the addiction and start doing something about it.