@halcy I think another part is gratitude. You can curse your luck that you lost your hat, or feel lucky that it was there when you came back.
If you have four walls and a roof, three squares a day, good friends and family, a bit of transcendent joy every so often, that can feel incredibly lucky.
If you are always comparing and judging by what others have, you'll never feel lucky because you'll always find someone who has more or better than you.