I think that a lot is to do with attitude to life. What some see as bad luck (eg losing a job) others see as opportunity to make changes, such as re-training for a new career.
I have a friend who is convinced that I am lucky and he isn't. He thinks that the fact that I have more friends than he does is because of luck, whereas I see it as because I make an effort to call people, check to see how they are getting on, invite them round and so on. If I say that something nice has happened, he is likely to respond with 'oh, you would, wouldn't you?', but forgets that (as an example) if I have heard about an opportunity to do something, it is because I have gone out somewhere, spoken to someone and was told about it, whilst he sat in the house feeling sorry for himself.
I once read that these things are a bit like the 'got to be in it to win it' slogan that the lottery used to use. If you go to a party, say, and talk to six people, they will each know another 6, and so on. If you mention that you are looking to buy a house in a particular street, you have a one in six chance of speaking to someone at the party who knows of one coming up for sale. But if all of those people mention it to someone else, and they drop it into a conversation with one of their contacts, the number of people who get to hear about it grows very quickly, and before long there are dozens of people who know you are looking. If one of them gets in touch, it might look as though you are very lucky, but actually it's a numbers game, and the person who can't be bothered to go to the party isn't in the running.
Things like bad health are a matter of luck, however, and it is definitely true that some people get more chances in life because of their birth (which also comes down to luck), but all things being equal, I think that a lot of the time we make our own.