Have you ever won a lottery? If you haven't, don't worry, it doesn't mean you're not lucky.
It turns out that luck can be learned – it's based on perception, habits and attitude.
People were surveyed before a lottery asking if they considered themselves lucky or unlucky, and when everyone lost the lottery, the lucky people said, "I'll win next time," but the unlucky people said, "I shouldn't have played since I never win anything."
The perception of being lucky or unlucky doesn't change the outcome of chance, but it does change people's view of the world such that lucky people tend to be more observant.
I read The Luck Factor, a couple years ago, which detailed studies determining how differently lucky people view the world compared to unlucky people. Here's an explanation of the book.