Speaking from experience, and also having known a lot of people with a deep understanding of probability, the kind of unluckiness described by OP isn't immediately resolved by a familiarity with probability. For example, it can work against a person where becoming aware of the number of small chance events, that you come to believe you're just wasting your time. But I do think understanding probability is useful in life and underrated.

So that is where good advice would step in to offer some guidance about how to actually apply this knowledge.