What's unlucky is being born stupid. Winning the lottery is a blessing to those with even a little bit of intelligence. But being stupid will ruin your life no matter what "fortune" befalls you. Give a stupid person an opportunity and she will make the worst of it. If an intelligent person an opportunity, and he will make the best of it.
Winning is lucky. However, bad things sometimes happen to people who do win. This is normally because the person is horrible with money to begin with and would not know how to handle having the sudden, immense influx of money into their bank account. This creates issues in their life as they spend beyond their means. It is not about luck, it is about people being unable to control themselves.
It's not unlucky to win the lottery, but the person that wins has to realize that money can only help with so much. They also have to be careful whom they share their wealth with because there are people who will want to take advantage of them or even harm them for the money.
The odds of winning the lottery are very steep, so skill is not really a relevant factor. Luck definitely comes into play in this matter. With the lottery winnings, the player can do much good for his family and with whatever entity he may choose to allocate some of the winnings.
It is not unlucky to win the lottery by any stretch, and many winners do just fine. The reason we hear stories of downfalls after winning the lottery is that money can amplify pre-existing problems and weaknesses. If you have tension with your family, the money just highlights that. But ultimately, these are people who would have had problems anyway, even without the winnings.