Solution:
Consider this as a Markov chain on Z/2021Z. This Markov chain is aperiodic (since 0 can go to 0) and any number can be reached from any other number (by adding 1), so it has a unique stationary distribution π, which is uniform (since the uniform distribution is stationary).
It is a well-known theorem on Markov chains that the expected return time from a state i back to i is equal to the inverse of the probability πi of i in the stationary distribution. (One way to see this is to take a length n→∞ random walk on this chain, and note that i occurs roughly πi of the time.) Since the probability of 0 is 20211, the expected return time from 0 to 0 is 2021.
After the first step (from 0), we are at 1 with probability 1/2 and 0 with probability 1/2, so the number of turns it takes to get from 1 to 0 on expectation is 2⋅2021−2=4040.