PUZZLE: The Pebble Game

This is a classic from Henry Dudeney:

"Here is an interesting little puzzle game that I used to play with an acquaintance on the beach at Slocomb-on-Sea. Two players place an odd number of pebbles, we will say fifteen, between them. Then each takes in turn one, two, or three pebbles (as he chooses), and the winner is the one who gets the odd number. Thus, if you get seven and your opponent eight, you win. If you get six and he gets nine, he wins. Ought the first or second player to win, and how? When you have settled the question with fifteen pebbles try again with, say, thirteen."