There are excellent sites out there (like Wizard Of Odds) that give excellent information on probabilities and house edges (notice how none are in our favor!). Always set aside a given amount of money that you are 100% fine with losing all of (because that will happen). If you have (or think you have) a problem with gambling, don’t be afraid to seek help! Also, never EVER gamble with money that you can’t afford to lose.
Hopefully you are also aware of the Gambler’s Fallacy. It might also be interesting to try to use some machine learning on the basic strategy tables to figure out smaller, easier to learn sub-sets (something that I want to try at some point). It can be quite fun to, for example, figure out card counting strategies in Blackjack with simulation.
If you are a fan of statistics and probability, then you might have a certain affinity for various games of chance.