Definition of unlucky
Literally, unlucky. A player will be called unlucky (or "UL" in an online chat room) if he loses a big hand when he was a favorite. You can be unlucky in a multitude of ways. If you're at the final table of a prestigious tournament and you push your last chips with AA and lose the all in against a player who would have called your all in with 22, then you are really unlucky.
You'll be unlucky some day
If you play poker on a regular basis, you have to get used to the idea, there will be unlucky of you one day. When you play a lot of hands, even if you have a one in unlucky chance of a badbeat or a particular suckout, it is inevitable that you will suffer it. When you play a lot, you can play up to 5,000 poker hands a day. That's 150,000 hands a month! Even the worst badbeat that happens only once in unlucky,000 hands will happen 15 times in your month! Let's put things in perspective.