Thinking you'll win money
Disabuse yourself of this notion immediately. Nobody's opening up Blockbuster franchises anymore for a reason -- there's no money in it. Casinos, on the other hand, pop up on a regular basis. There are roughly 1,500 in the US alone, and it's because they're proven moneymakers. Not to be confused with Chris Moneymaker, an unproven player who changed the poker world in 2003. But as for casinos, well, they make money because of that thing called a house advantage. Sure, you can win money, but if you play long enough, you won't.
Going to make rent
Arguably an extension of the previous idea, but a more drastically stupid example. You're not Lola from Run Lola Run. But if you actually are Lola from Run Lola Run, I enjoyed your work in The Bourne Identity. Though I'm still not sold on how you came out with such a great haircut when Matt Damon chopped your locks off into a bathtub.
Going back to the ATM
Know exactly how much money you're willing to drop in a given period of time. Bring that to the table with you, and if you lose it, take a break and go to the bar. You're not gonna win your money back. I once saw a guy on a fixed income lose $10,000 in the span of three hours, and he kept saying, "My pacemaker can't take this." That's how you get a pacemaker in the first place.
Borrowing money from a friend
It's like going back to the ATM, except you're not sharing a room with the ATM, and the ATM won't email you next week, asking where its money is.