Even if it is illegal to gamble in your country you can always use a VPN and Tor browser to be anonymous when you are creating your site.
If you are really interested in opening a bitcoin gambling site then you can do it, as long as it is online there is no major problem because you can make the necessary measures to hide your important information that will link you on the gambling sites you are operating and the good thing is that is bitcoin and it is anonymous so you are safe though.
This is acutally not a good idea. Let's he did it and the casino manage to be very successful. Millions of dollars are coming in everyday from all over the world. This will sure gather a lot of attentions from different government body and they will try to track you down. Even with multiple layers of protections, they will have a way to track you down. So it is always better to get more proper advices.