What did you do before you gambled? When you were young? Sports, music, hobbies or the like, those interests are important. Or what have you often wanted to try and do? Or what have you told yourself your not good enough to do?
If you're gambling is a problem like mine was, doing anything different to that is more useful.
Maybe try work out what you think you get out of gambling I.e. positive and then you could work out what could fill the void.
I've recently stopped and have to admit don't have this all figured out yet, but I used to bet on horses for mental stimulation rather than for the buzz of winning money so I'm going to look at activities that might challenge me mentally.
Might be worth trying to stop first before figuring it out- otherwise quitting might get put off indefinitely, really depends on how long you have been doing it.