For financial reasons  to win money, because someone enjoys thinking about what they would do if they won a jackpot, or because winning would change someone's lifestyle. For entertainment reasons  because they like the feeling, to get that rush or high , or because it makes them feel good.
People gamble for fun and because there is a possibility, however small, of winning some money. Most bettors are aware that the house holds an edge. However, they often misunderstand just how big that edge actually is. Casinos are crafty, giving players just enough hope to keep them betting.