For example, if you happen to experience two rare independent events at the same time, your brain will think they are correlated somehow even though it was just a coincidence. This explains some of the "bad luck" tales like a black cat crossing or superstitions in general. The brain thinks "Something happened at the same time that something bad happened, so they must be correlated", but it's just a coincidence.
Good point. But as for believing in superstitions, I think, to a large degree, it's a choice rather than anything else. It's a comfortable feeling to believe that certain behaviour or items can give you an edge in life by bringing good luck. Or it's convenient to shift the blame/responsibility to bad luck, i.e. why blame yourself and your crappy driving for crashing the car when you could blame some black cat or Friday 13th?