The intent of gambling is to provide the gambler with a way to enjoy themselves and have fun. To this end, a gambler should always expect to lose whatever they deposit, and when they lose their deposit they should stop. If the fun stops, they should immediately stop gambling so that they can limit their losses.
'Problem gambling' begins when a gambler starts to deposit money with the sole intent of making money to reach an arbitary goal - regaining lost money, tripling their money, or anything else. Obsession starts to kick in and emotional pain results when this leads to an eventually serious loss of money, and financial issues.