I just admitted to myself I have a gambling issue- what do I do now?

Counselor. Get a counselor that specialzes in this particular addiction to help you with coping strategies.
Gamblers Anonymous. Is one option. It is a 12-step program for those with gambling problems, and it can be very helpful for some people (www.Gamblersanonymous.Org/). I would strongly recommend seeing a physician trained in addiction medicine or psychiatry (www.Asam.Org, www.Aaap.Org) who can recommend a program in your area. Congrats on the decision, now the hard work begins.