There are several interesting stories about this, but what historical information do we have that would indicate the correct one?
Superstitions are hard to nail down as to the source, but this one doesn't seem to go back far and from what I have been told, in the US, it originates or resonates from the Last Supper. Jesus had 13 at the dinner the night before he was killed. So if you take many of the following sources at face value:
- 13 in numerology is unlucky because it's an incomplete number, these are numbers that contain a deprivation or basically numbers that are more focused on the earthly than the divine (this comes from Jewish numerology)
- Friday's are bad due to multiple reasons (The Canterbury Tales notes it as a bad day), Jesus was crucified on a Friday, Stock Market crashes have occurred on Fridays...see the Wikipedia link for more
- 13 is an unlucky number in Norse mythology
- This seems to be an invention of the 19th Century
Places you can look: http://en.wikipedia.org/wiki/Friday_the_Thirteenth
It is not actually a superstition as much as it is an historical event. The traditional association of Friday 13th comes from the Church's massacre of Knights Templar on Friday, October 13th, 1307.
The order was given by King Philip IV of France, due to a number of reasons. You can read about it in numerous books or get the quick and dirty from Wikipedia: