This answer follows the same basic outline as the others given so far: separate the case that a player is passed a one from the other cases. Let $p=\Pr(\text{lose}\mid\text{previous roll was one})$ and $q=\Pr(\text{lose}\mid\text{previous roll wasn’t one})$. The probability that the first player loses is then $$\frac1n(1-p)+{n-1\over n}(1-q).$$
The players’ roles are reversed with each roll and there’s no way to lose on your roll if you were passed a one, so $$p = \frac1n(1-p)+\frac{n-1}n(1-q),$$ i.e., the same as that of the first player losing.
The recurrence for $q$ is a wee bit trickier. Regardless of which of the other $n-1$ possible other rolls you’ve been passed, there’s only one roll that will lose immediately. Otherwise, only $n-2$ of the possible numbers that you might have received allow you to pass a one to your opponent, therefore $$q = \frac1n + {n-2\over n(n-1)}(1-p) + \left(1-\frac1n-{n-2\over n(n-1)}\right)(1-q).$$ Solving this system for $p$ produces $$p = {n(n^2-2n+2)\over2n^3-3n^2+2n+1}.$$ For $n=6$, $p=156/337 \approx 0.4629$, which agrees pretty well with the other answers. As $n\to\infty$, $p\to\frac12$, which one might expect: the the contribution from being passed a one becomes minuscule compared to all of the other possibile rolls.