Many factors influence who gambles, mainly social/economic, but also ease of access. A recent article in business insider does a good job of going over the history (such as it is) of gambling.
In a nut-shell, gambling is a concept that is not native to most societies, but, once introduced, it is one of the few ways to gain social mobility in many systems caste or hierarchy systems. (This has resulted in the immediately outlaw of gambling in communist regimes.) The social origin of gambling seems to be a source of confusion, or why societies pick up the habit.
The downside is the same as it has always been – someone losses every bet. The evolution of on-line gambling has made the practice much easier to adopt anywhere in the world. One no longer has to take a trip to Vegas or go on into international waters – and the ease of access has made gambling addiction much more prevent.