There is a big contradiction in your post when you ask why people like to gamble and that you never thought you would, but then you say that you played for change as a child already! If I had to guess I would say that you started earlier than most of the gamblers.
It is excitement right? And it is also pleasure, but it becomes more serious when money is involved. If it was only for pleasure you could actually join an online casino and play with play money, but hardly anyone does that. It is also not realistic if there is nothing at risk. When I tried out the first online poker platform, I thought I use my play money and check out the platform a bit. You can do that for the platform itself, but not for the game. If nobody risks anything of value, it is an all in gamble nonstop.
As soon as everyone has to put something into the pot, you can see that many players evolve as they start putting some thought into their decisions and the game becomes strategical. That's not going to happen if really nothing is at risk. So I think money (or something else of value) is a central element to these games that is required to evoke strategic thinking in the players. The chance to take home a big prize in the end has always been a great incentive. When you go to a fun fair and you try to catch a stuffed animal in these glass boxes with these crane grabs, it's in essence also a gamble that you have to put money into at first in order to get the chance to win something.
I guess we human beings love to challenge the luck factor that may or may not lead us to our goals the fastest.