The vast majority of people who gamble online do so with no problems at all. A small percentage starts to manifest problems and, eventually, can get addicted. As long as you gamble responsibly, you should be just fine.
It is very important to remember that you should only ever risk money that you can afford to lose. If you notice that things are getting out of control and you are beginning to struggle with managing your finances, stop right away. Take some time off from gambling or ask gambling problem advice.