This is an o, k, z, q, l dice. The corresponding worksheet has a column for each of these letters. When first associating initial sounds with letters of the alphabet, we always use the same pictures. So, at the top of the "o" column, there's a picture of an octopus - k-kite, z-zebra, q-queen, l-lamp. I'll try to go into more detail on all of that sometime soon, but the gist of it is that we say the sounds, not the names, of the letters.
Anyway, the child rolls the dice. If he gets a "z," he traces a "z." The star column is kind of a free space - if the child rolls a star, he can write whatever letter he wants (usually, he makes a star, though :). It's a "race" to see which letter will cross the "finish line" first, second, third, etc. The children really enjoy this!