The title of this book and the entire series it's in pretty much explain themselves: The Bad Beginning details the start of all the troubles for the Baudelaire children, and A Series of Unfortunate Events is pretty much the story of their lives after their parents die. The kids go from one sad circumstance to the next. It's a total bummer. Sigh.
Even though we should be sad, though, we can't help but appreciate the whimsy of these titles. After all, each book in the series (except the last one) has an alliterative title: The Bad Beginning, The Reptile Room, The Wide Window, and so on. This playful component of the titles gives us a heads-up that while there are plenty of bummers to be found in this series, there's also a good bit of fun.
Along this line, there's also something to be said about calling the awful things that happen to the Baudelaires "unfortunate events." It's kind of an understatement, don't you think? Last we checked, your parents dying and your house burning down (and everything the Baudelaires encounter thereafter) is downright tragic. So again, the title is a hint that we're in for a bit of fun as we read these sorrowful stories.