See I don't think smoking, drinking, or gambling are the problem, the problem is self control and moderation, and confidence.  
People will flame me for saying this, but if you give those things up you'll feel worse and you'll still have the underlying problem, you may even just replace those three things, with three other vices. Needless to say I think the problem is that unhapiness has buckled your ability to reason. 
There is obviously no need for those three things, but at the same time, most people drink, some smoke, and even some make a living from gambling. You even yourself said it's those things that make you happy, so you must know what is making you unhappy too. Might it probably be the loneliness no job, and no friends. 
So I don't echo everyone else's advice, I would suggest maybe, join a gym, or a club, or get a job, or see if you can go back to college for free, or read books on how to gamble successfully (or attempt to anyway)
Jobs sometimes lead to friends, which will lead to maybe going out and socialising. Hey I went to the casino the other day and did all three of those things and came out £20 better off. 
