Wikipedia answers your question:
“In numerology, the number twelve is considered the number of completeness, as reflected in the twelve months of the year, twelve recognized signs of the zodiac, the twelve tribes of Israel, the twelve Apostles of Jesus, etc., whereas the number thirteen was considered irregular, transgressing this completeness.[2] There is also a superstition, thought by some to derive from the Last Supper, that having thirteen people seated at a table will result in the death of one of the diners.”
From: http://en.wikipedia.org/wiki/Friday_13th (Thanks, babygalll)