To build the lucky number sequence, start with natural numbers. Delete every second number, leaving 1, 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, ... . The second number remaining is 3, so delete every third number, leaving 1, 3, 7, 9, 13, 15, 19, 21, ... . The next number remaining is 7, so delete every 7th number, leaving 1, 3, 7, 9, 13, 15, 21, ... . The next number remaining is 9, so delete every ninth number, etc.
Those numbers were lucky they weren't crossed out.