One of the most important things that you can do for yourself is educate yourself on the type of online gambling you want to do. For example, if you want to play online poker then you should learn the ins and outs of that game before betting a lot of money at an online site. Make sure that you understand the rules of poker as they apply online. There are a few differences between online gambling and live gambling, know them. Never just join a site and bet a bunch of money until you have learned what it is that you need to know about that particular game online.
The same can be said for any other type of game that you want to play online. Online blackjack is a bit different than live Blackjack and if you do not know the things that are different then you may have a very hard time your first few times around the game. You can easily educate yourself on online gambling games by playing at a few free sites to begin with. Once you begin to feel more confident then you can switch to other sites and play for real money. It will depend on how good you are at over all gambling in terms of how long it takes you to become a pro at online gambling. You will know when you are confident and ready to begin playing for money. Only then should you ever attempt to wager a large amount of money.