I will pick a letter of the alphabet and you guess what it is. If you are wrong, I will tell you whether the letter I am thinking of is later or earlier in the alphabet.
For example, I might think of the letter 'L', and would start by asking you to make a guess. You could start by saying "A". Because 'L' is later than 'A', I would tell you that the letter I'm thinking of is later in the alphabet. You then might say "Is it E?". Because 'L' is also later in the alphabet than the letter 'E', I would again tell you that the letter I'm thinking of is later in the alphabet. Next, you might say "How about X?" This time, you picked a letter later in the alphabet than 'L', so I would tell you that the letter I'm thinking of is earlier in the alphabet than 'X'. You might then guess "L", and I would tell you that you guessed my letter and won the game!