According to Wikipedia:
Friday the 13th occurs when the thirteenth day of a month falls on a Friday, which superstition holds to be a day of bad luck. In the Gregorian calendar, this day occurs at least once, but at most three times a year. Any month's 13th day will fall on a Friday if the month starts on a Sunday.
The fear of Friday the 13th is called friggatriskaidekaphobia (try pronuncing this), frigga, meaning "Friday" and triskaidekaphobia, or paraskevidekatriaphobia (or this), a word derived from the concatenation of the Greek words Paraskeví (Παρασκευή, meaning "Friday"), and dekatreís (δεκατρείς, meaning "thirteen"), attached to phobía (φοβία, from phóbos, φόβος, meaning "fear"). The word was derived in 1911 and first appeared in a mainstream source in 1953.