Your "lucky" is a cigarette that you turn upside-down first before smoking any others in the pack, and is intended to be the last cigarette of the pack that you smoke.
This is only one of many possible reasons behind the lucky cigarette.
Thing 2: "Sorry...I've only got my lucky cigarette."
Patricia: "Because this is meant to be the lucky cigarette!"
Sebastian: "Oh that's awesome, wish I had some luck."
Patricia: "Next time you get a pack, flip the lucky one!"