$\WhoGoesFirst(k):$
$\quad \mathbf{if}\ k \geq 1\ \mathbf{then}$
$\quad \quad \text{Alexa rolls the die, let a be the result}$
$\quad \quad \text{Shelly rolls the die, let s be the result}$
$\quad \quad \mathbf{if}\ a > s\ \mathbf{then}$
$\quad \quad \quad \text{print Alexa goes first}$
$\quad \quad \quad \mathbf{return}\ k$
$\quad \quad \mathbf{endif}$
$\quad \quad \mathbf{if}\ a < s\ \mathbf{then}$
$\quad \quad \quad \text{print Shelly goes first}$
$\quad \quad \quad \mathbf{return}\ k$
$\quad \quad \mathbf{endif}$
$\quad \quad \mathbf{if}\ a = s\ \mathbf{then}$
$\quad \quad \quad \WhoGoesFirst(k + 1)$
$\quad \quad \mathbf{endif}$
In the algorithm, the value of $k$ keeps increasing if the two dice rolls are different. Theoreticaly, this algorithm can go on forever, until the two dice rolls are the same.
This is an example of the Geometric Distribution.
Let $p$ represent the probability of not ending the recursive algorithm. Using the formula for the expected value for Geometric Distribution we get:
$E(X) = \frac{1}{p} = \frac{1}{ \frac{5}{6}} = \frac{6}{5}$