This study explores how Finnish gamblers have come to learn about gambling and how they have learned to gamble responsibly in an unregulated environment. The study uses elicited written data of 40 narratives by Finnish gamblers who were born between 1922 and 1982 and were on average 57 years old at the time of recalling their experiences. The study adds a new data type to gambling studies, and complements it with historical photographs and the authors' auto-ethnographic observations. The qualitative findings expand knowledge about the role of gender and generation in learning gambling and the relationship between learning gambling, self-determination and identity-related rituals. The results confirm previous findings about learning gambling in the UK, but challenge them with new evidence about the role of the state, the media and national gambling monopoly operators in teaching people how to gamble. The findings demonstrate the value of historical retrospective data; the method of triangulation; and contextualized understanding of learning, socialization and meaning in the study of inherently subjective human behaviour. The approach enhances control over subjectivity in qualitative gambling studies. The conclusions promote a holistic approach to policy evaluation and raise critical questions about harm management.