The spectra of the supernova SN2006aj identified with the X-ray. ash (XRF) and gammaray burst XRF/GRB 060218/SN2006aj taken with the 6-m telescope of the Special Astrophysical Observatory of the Russian Academy of Sciences are found to exhibit features, which can be interpreted as hydrogen lines. Such features indicate the existence of a stellar-wind envelope around the massive star the progenitor of the gamma-ray burst. The results of our modeling of two early spectra taken with the 6-m telescope 2.55 and 3.55 days after the explosion of the type-Ic supernova SN2006aj (z=0.0331) are reported. The spectra are modeled in the Sobolev approximation using SYNOW code [1, 2]. The spectra of the optical afterglow of the X-ray. ash XRF/GRB 060218 are found to exhibit spectral features, which can be interpreted as: (1) the P Cyg-profile of the H alpha line for the velocity of 33000 km/s-a broad and small deformation of the continuum in the wavelength interval 5600-6600 A for the first epoch (2.55 days) and (2) a part of the P Cyg-profile of the Ha line in absorption blueshifted by 24000 km/s-a broad spectral feature with a minimum at 6100 A (rest wavelength) for the second epoch (3.55 days). Given earlier observations made with the 6-m telescope and the spectra taken with other telescopes (ESO Lick, ESO VLT and NOT) prior to February 23, 2006, it can be concluded that we are observing the evolution of optical spectra of the type Ic massive supernova SN2006aj during its transition from the short phase with the "shock breakout" into the external layers of the stellar-wind envelope to the spectra of the phase of rising supernova luminosity, which corresponds to radiative heating. We are the first to observe the signs of hydrogen in the spectra of a gamma-ray afterglow.