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This page contains an incomplete list of things I don't spend money on.
From a mathematical point of view, buying lottery tickets is just plain stupid: the odds are overwhelmingly against you. Moreover, giving lots of money to random persons just because they are lucky is a very bad idea, since they could spend all of it on wasteful luxury items, for example. Lottery tickets also increase economic inequality, since those buying them end up poorer while very few people, the winners, get very rich.
Candles are totally useless items as far as I'm concerned and, most importantly, they are a big fire hazard. The only use case I can imagine for candles is for providing light during blackouts, but I would suggest using LED flashlights instead, and stockpiling enough replacement batteries, of course.
As a free software supporter, I believe that proprietary software is unethical and should not exist. Don't waste money on enriching proprietary software developers: their work is harmful to their users and to society as a whole. Donating money to the authors of your favorite free software programs is a much better idea in my opinion (if you can afford it).
I stopped drinking bottled water after purchasing a reusable stainless steel water bottle, which I refill with tap water several times each day. That was my first major step towards zero waste. Besides the obvious reduction of plastic waste, drinking tap water has other advantages, too. Since bottled water is heavy, and is generally transported by lots of trucks over hundreds of kilometers, drinking tap water avoids greenhouse gas emissions from all those trucks. You also have less traffic congestion and collisions. Finally, tap water is much cheaper than bottled water and doesn't need to be promoted with annoying TV ads.
I never purchased a motor vehicle (e.g. car, motorbike) in my life, and I never will. I don't like motor vehicles because they are expensive, polluting and dangerous. I strongly believe the number of motor vehicles in the world should drop drastically as soon as possible. Personally, my favorite modes of transport are walking and cycling. I rarely take public transport (e.g. train, bus) or other people's cars because I usually don't have to travel far away or carry heavy loads.
I never buy junk food (e.g. pizza, cookies, potato chips, popcorn, ice cream, chocolate, candy, crackers). The biggest drawback of junk food is that it's very tasty, and I found out the hard way that I almost invariably end up eating too much of it given the chance. The only solution, in my opinion, is to prevent that possibility by never buying junk food in the first place, since avoiding junk food at the store is much easier than avoiding it at home. Just avoid going to the store when you're hungry, and avoid the aisles where junk food is located.
Removing the TV set from my personal room many years ago was one of my earliest and most important actions for reducing the grip of advertising on my life and for developing a more critical perspective on many issues. Unfortunately I'm still somewhat exposed to advertising because my mother still watches TV and has no plan to stop doing so anytime soon.
I never traveled by plane in my life, and I have no desire to do so in the foreseeable future. Air travel is a luxury the world cannot afford, because planes emit large amounts of carbon dioxide. In particular, I'm strongly opposed to choosing air travel for non-essential purposes, like reaching far-flung holiday destinations.