I would say that the basic message about luck is that it is not really connected to happiness. At least, it is not connected if you are saying that luck means getting the literal things that you wish you could get.
The major theme of the story is that sometimes getting what you want is not the best thing for you. Neither of the two wishes that the Whites have fulfilled makes them happy in any way.
So, if luck is getting what you wish for, then the meaning of this story is that luck and happiness don't always go together.
The old adage, "Be careful what you wish for; you may just get it," holds true in "The Monkey's Paw." Because the greed of the White family is excited by the prospect of having wishes fulfilled, they do not consider the ramifications of their initial wish, nor the warnings of the old soldier to burn the paw, or if they are going to wish, "wish for something sensible."
So, despite the warnings, the father, insensibly, wishes for two hundred pounds. Of course, this wish is fulfilled, but there are conditions attached to this wish that the Whites have not "sensibly" considered as the sergeant has warned. And, it is these conditions that effect the horror attached to W. W. Jacobs's story.
For me the message in the story was that if it sounds too good to be true then it really isn't good. The Whites had been warned by the man who had the Monkey's Paw about the paw bringing bad luck. However, Mr. White's greed clouded his judgment when it came to the idea of having three wishes.
Mr. White was not even greedy when he made his first wish, but the paw held an evil presence that led to the death of the White's beloved and only son. He learned the hard way the lesson that I mentioned above.
The message here is that ' fate rules peoples life and if anyone tries to interfere with it then they create their own grief'