Gambling is generally broken down in to two types of games: non-interactive and interactive. Non-interactive games are those played against "The House". The House can be a casino, a state entity or municipality, or any organization that is responsible for organizing the event or game. Example games where a casino is typically "The House" are Black-Jack, Roulette, Slot Machines, and Video Poker. State or municipality "House Games" are usually things like scratch lottery tickets, or lotto drawings.
Any "House Game" or non-interactive game is a game where you will lose money in the long run. House Games are set to give the house a certain expectation of profit. Games like Keno and Craps are the worst for players (where the house sees anywhere around a 10% - 25% advantage) where games like Blackjack and some video poker games are better for players (where the house advantage is closer to 1%). The problems with these games is that if you are looking to make a profit (vs. using these games for entertainment purposes) is that in the long run, you will lose. If you are looking to consistently make money at gambling, stay away from non-interactive games.
Interactive games are those where you do not play against the house, but against other players. Typically (in the casino or online setting) these types of games will be some variation of poker. The house "hosts" the games, and helps to ensure fairness and impartiality, but they are not concerned with the outcome of the game, and so do not stack the advantage to their favor like they do with non-interactive games. The potential drawback here to being a winning player is that you will have to practice, study, and develop your game. Poker is a game of skill, and you will have to work at it. This means that you will have to dedicate a certain amount of time to studying poker theory, game theory, decide which poker variations are best suited for you and then study those specific games, and then you will have to play them. Now comes the difficult part. In order to be a winning poker player, one hast to master a myriad of skills: Reading opponents, putting them on hands, playing unpredictably while still playing correctly, knowing the mathematical odds, and then sometimes throwing the odds out the window. Poker is a very situational game. What you do one time under a certain set of situations might not be the best thing to do the next time you come across similar circumstances. It takes lots of practice, study, and confidence to become a long-term winning player at poker.
Generally speaking the following are "best practices" for a winning poker player.
Bankroll Management: You must play poker like you don't have anything to lose. That is incredibly difficult to do if you are playing in games that are beyond your financial limit. Most people would feel uncomfortable losing hundreds of dollars in a day or in the span of hours. You must decide what you are comfortable losing in a particular time-frame and then look for games that meet that criteria. This is one of the most important tenants to proper poker playing. Do not spread your bankroll too thin. Make sure you can play like you have nothing to lose.
Social Situations: Look to hone your poker craft at tables where people are talking, laughing, and having a good time. These people are here to have fun, not to win money. They spend less time studying their opponents and more time enjoying the company and the game. These are the tables that will be most lucrative. Tables where everyone is quiet and serious are tables where you face stiff competition. Especially in the beginning you want to avoid those situations. The catch here is that you want to be pleasant while not getting wrapped up in the social aspect yourself. You are here to win, not to chat.
Aggressiveness: Winning poker players are aggressive. They are not meek and mild. They do not call bets under most situations, they raise or fold. Part of the reason that aggression works is that it becomes incredibly difficult for opponents to put you on a hand. They don't know if you hold a monster or a marginal hand. This makes your opponents either call out of confusion (where you typically have the better hand) or fold because their hands (while probably better then yours) are marginal enough that they don't want to go to war over them. You must be very careful here. Being aggressive does not mean being blind. Occasionally opponents will have monster hands. Do not throw your money away when it looks like your opponent will stand their ground. Meek players are obvious to read. They only raise with monster hands. You know what they have, and it makes it easy for you to fold. They are easy to bluff off of pots because they are afraid of every hand that can beat them in that situation. Don't be meek, be aggressive!
In the end, winning at gambling is a never-ending process of learning, developing, changing, testing, and learning again. It can be a very rewarding and fun activity, but it usually requires lots of time and some money to acquire the necessary skills. Even though the lure of gambling is to "get rich quick", it rarely works out that way. Learn the system, work the system, then beat the system.