You have to start by learning the Cyrillic alphabet. It's got 33 letters, some of which are familiar from our Latin alphabet, and some that will be completely new - and most of which won't be pronounced the same as what you use in English! From there, basic vocabulary will help you with day-to-day needs like asking for directions or buying things in the market, but shape your learning according to how you plan to use Russian (on vacation, in business, and so on).