On any given day I hear one or more people misuse the word "irony." Even I might do it from time to time, but the point is that people do not take the time to educate themselves on the phrases they use regularly. It's sad in a big way. I'm not one of those people who likes to debate it either. I don't stand nearby ready to interject; "Ehem, actually that's not irony...."
There are actually 3 common uses of Irony:
1. Verbal Irony (the most common)
This is when a speaker says one thing but means another. Most would call this sarcasm, though many scholars argue that sarcasm is not irony (despite it being the original definition). Example: "Yes, I would LOVE to get a root canal sans the anesthetic."
2. Dramatic Irony
It is used in narratives when an event occurs that the audience may be aware of while the characters are still in the dark.This is a little harder to explain and understand, my literature teacher in high school it explained it as so: In the play Romeo and Juliet she fakes her death. The entire audience knows she is simply asleep, but Romeo believes her to be dead. People often confuse this with situational irony.
Sorry for that spoiler for those of you who still live under that rock.
3. Situational Irony
This is when something happens and the opposite of what you would expect occurs. This is like buying a gun to protect yourself to only be shot by said gun or taking diet pills to lose weight that end up making you fat.
By now I am sure most of us have heard the song "Ironic" by Alanis Morrisette. Most of those situations mentioned are purely just unfortunate coincidences or events. Rain on a wedding day is not ironic unless you were using a weather machine to make it sunny and the opposite occurred. Good advice that you didn't take it just stupidity, not irony. One could argue that her phrase "It's like 10 thousand spoons when all you need is a knife," is a little bit of situational irony as you would expect a knife somewhere in the mix. Having no bowl would be more ironic. But I am not going to break down all the situations she presents us with. But it's a little ironic that her song isn't actually ironic, perhaps Alanis is more clever than we thought.
What is ironic is the American Board of the Preservation of the English Language attacking Alanis Morrisette claiming she was an example of Americans dumbing down the English language. She is Canadian.
O'Henry is the master of Irony. Perhaps you should give him a read for some good examples.
And just understanding irony doesn't give you the right to say whether something is a good example of irony. If it is ironic than it is ironic. Don't be that guy.