Generally, studies have shown that "lucky" people tend to be optimistic and willing to take chances. Coupled with the rare ability to learn from the mistakes of others, that optimism and risk usually results in 'lucky' outcomes.
Of course, there's always the possibility of winning 'life's lottery', if you're one of Dick Gephardt's constituents .
I saw a program on t.v. a few years ago which said that gamblers who are "lucky" are psychic. They have a sixth sense on which lottery numbers to pick, which horses to pick. etc.