Liar Paradox
plato.stanford.edu> The first sentence in this essay is a lie. There is something odd about saying so, as has been known since ancient times. To see why, remember that all lies are untrue.
I always have trouble with paradoxes because I find some probably-unrelated issue to get fixated on and then can't proceed with the author. For example, are all lies untrue? What if my wife didn't feel like joining a party, but I lie to the host and say it's because she got into a car accident. However, unbeknownst to me, she actually did get into a car accident that would have prevented her attendance even if she wanted to. The lie is true, but it's still a lie, right?
I think issues like this are resolvable, but require iteration with the person setting up the paradox. Since I can't get that from books/articles I tend to only make progress on these topics during discussions.
You scenario is conceptually close to the Liar cycles explained in paragraph 1.3 of the article. But what makes the crux of the paradox is the referential « pointing » between each statement which is a feature lacking in your example.