When my second child was born, my first born didn't have a lot of jealousy going on yet. She was only 24 months old and I honestly think she thought the baby was a doll. My older was also at the age where she was still baby 'cute' and got a ton of attention from family.
Fast forward 2 years, and now she has finally been bit by the jealousy bug. I also think it's the age as she is now able to compare more, plus her younger sister is more mobile and able to do the same things she can. AKA competition.
So I try as much as I can to reflect her feelings, as the good counselor mom I am, but it still seems like a broken record:
"Sweetie, you look really frustrated and I can see how much you want to get in the car first." I say similar statements all day long, including "it must be hard having a baby sister, etc". Hoping it helps.
But for the most part, I can tell it's just plain competition in my household. With siblings, I know how important it is not to compare your children in front of them. Even basic, seemingly harmless statements like, "Look at how much of a great eater your sister is"..when my toddler refuses to touch anything on her plate and her sister eats everything. Just harmless little statements like that one can set the tone for competition.
And we are also at the age where losing a board game is the end of the world. It's just one of those things that children learn. Losing isn't fun, but it's part of life ;)
I've also tried to spend some alone time with my older child, so she can get more attention from me, and I have been doing weekly 15 minute play sessions at night when my younger one goes to bed.
Another thing that has helped, is a good story book for preschoolers that teaches about being first in line, first in sports, etc. It has a really clever title called Me First :) (6.30$)
I am hoping this phase goes away soon. I think my next technique is going to be some sort of reverse psychology. I can't help but keep chanting, "first is worst, second is best, third is the one with the hair on their chest!"