The winner is the first player. Imagine dividing the board into $1005$ $2\times 2$ squares, with one $2\times 1$ domino leftover. For each of her first $503$ moves, the first player will cover the bottom half of one of the $2\times 2$ squares. This is always possible, since each move by the second player can obstruct at most one of these squares. Then, for the next $503$ moves, the first player plays in the top half of the blocks she played in earlier. This ensure the first player gets to play $1006$ dominos. After she plays her $1006^\text{th}$ domino, the board is perfectly filled, and player two loses.