On a gloomy day, you may feel compelled to list your misfortunes: a broken umbrella, a broken heart, a broken toe. Misfortune means bad luck or the state of having bad luck.
Break misfortune into its parts and you get mis- meaning bad and fortune meaning chance or luck. Sometimes it can feel like misfortune follows you. Picture it as a gloomy psychic named "Miss Fortune" who can only see the bad things in your future.