as I stated, no you don't.
Allow others to place bets and take a bit off the top. To test you have testnet.. or you could test with tiny amounts. don't ask for loans... ask for a donation. People are more inclined to give money than lend money.
I have a computer which has Apache running on it... There are free domain name services out there which you can use temporarily until you make your first few bitcoins.
if you cant figure out how to do it without first putting up your own capital, then you are doing it wrong, plain and simple. A tiny gambling website is EASY...