Python 3, 130, 128, 127, 126 bytes

from random import* d,c=1,'Grey Red Orange Yellow Green Blue Indigo Violet'.split() while d!=c[0]:d=choice(c);print(d+' duck') 

-1 by @ElPedro!
-1 by me

Try it online!

Python 3, 130, 128, 127, 126, 125 bytes

from random import* d,c=1,'Grey Red Orange Yellow Green Blue Indigo Violet'.split() while d!=c[0]:d=choice(c);print(d,'duck') 

-1 by @ElPedro!
-1 by me
-1 by @Bubbler!

Try it online!

Python 3, 130, 128 bytes

from random import* d,c='','Red Orange Yellow Green Blue Indigo Violet Grey'.split() while d!=c[-1]:d=choice(c);print(d+' duck') 

Try it online!

Python 3, 130, 128, 127, 126 bytes

from random import* d,c=1,'Grey Red Orange Yellow Green Blue Indigo Violet'.split() while d!=c[0]:d=choice(c);print(d+' duck') 

-1 by @ElPedro!
-1 by me

Try it online!