There are two answers to this problem:
- First roll, second roll, and third roll are mutually exclusive events. Hence, $$P(A) = 3 * \frac{1}{6} = 50\%$$
- These three events are not mutually exclusive. Hence, $$P(A) = 1 - (\frac{5}{6})^3 = 42\%$$
I can not convince myself why 3 independent rolls are not mutually exclusive. I don't care do 1 get 1, 2, or 3 6's. What kind of argument would you use to convince others that (2) is correct?
The events "first roll is a $6$" and "second roll is a $6$" are not mutually exclusive, since both events can occur at the same time ("first two rolls are both sixes").