Many Russian language lessons are available via the Internet. Websites such as "Russian for Everyone" and "Master Russian" offer series of lessons that cover the Russian alphabet, basic Russian vocabulary and Russian grammar. Many websites include tests and quizzes that allow you to review and check your progress at the end of each block of lessons. Some websites also include tools to help you write Russian with your computer keyboard.
A more traditional way to learn Russian is to purchase a textbook containing Russian language lessons. A choice of these should be available in all major book stores, or you can search online for cheaper second-hand copies. Textbooks may provide more structured lessons than online courses, and they are likely to contain detailed explanations of Russian grammar. "The New Penguin Russian Course: A Complete Course for Beginners" is an example of a comprehensive series of Russian language lessons in book format.
If you enjoy learning by listening, consider purchasing some audio lessons on the Russian language. The advantage of learning via this method is that it increases your exposure to spoken Russian and helps you develop a feel for how the language sounds, which will in turn improve your own pronunciation. Many textbooks also come with accompanying audio tracks for this reason, however it is also possible to purchase lessons that are audio only. Pimsleur Russian is one example of a series of audio lessons that aim to help beginners speak their first Russian phrases within hours.
If self-study is not for you, it could be worth enrolling in some instructor-led Russian language lessons. Use websites like "Learn4Good" to search for providers in your local area. The ABC Language Exchange in New York offers lessons with native Russian teachers for all levels, while the Washington Academy of Languages in Seattle boasts lessons where Russian itself is the medium of instruction, enabling students to gain important exposure to how the language sounds and improve their own fluency.