I think the important thing here is that the order has to be decided beforehand. So you can't argue on the basis of what happens after the first person has used the gun and so on. You have to look at the chances at the very beginning.
Chance that first player dies is 1/6
So, chance that second player gets to pull the trigger is 5/6 (1-1/6). His chances of dying are now 1/5 so his chance of dying from beginning is 5/6 times 1/5 = 1/6
Chance of third player getting a chance to pull trigger is 5/6 times 4/5.
He then has a chance of 1/4 of dying so his chance of dying from beginning is 5/6 times 4/5 times 1/4 = 1/6
And so on.
So this means that AT THE BEGINNING, everybody has an equal chance of dying and of surviving and so it doesn't matter which position you are in. Of course as the game progresses and no one dies then the chances of the next person dying goes up. But this is hindsight and so doesn't influence things at the beginning.