I won't say that I'm shameful for being a gambler but what matters for most of the people here including me, is that we are shameful and afraid to be a loser. That's what is the most reliable and appropriate word to say in gambling. But when it comes for being a gambler, we shouldn't be ashamed on it because we know that luck is letting us win.
Well if you are a gambler who is using just his own money in gambling and don't have any debts, well if you do but you are paying it, then yes, there is nothing to be ashamed of. But, if you are the opposite, I could say that you should be ashamed of yourself. Also, if gambling is not legal in your country, and in your religion, but still you are still gambling secretly, then it is the most shameful thing that you could ever do.
It might be true that there is nothing wrong in gambling, but if we are going to ask the Holy Bible about it, it is not right and it is a sin if you are going to do it. It is just right in the perception of man, but it is never right in the Almighty God.