Buy a listening-speaking-reading course pack for the Russian language. Find a course pack that will help you work on your pronunciation and speaking as well as requiring you to listen to dialogue in Russian. These course packs are available online with mp3 lessons or in bookstores with other reading materials. You can also purchase one that includes CDs and a course book.
Listen to examples of consonant and vowel sounds in Russian. Practice the instructions for making the correct sounds and repeat until your pronunciation matches the pronunciation on your audio material. Russian consonants can be pronounced hard or soft, depending on their placement in a word. A soft consonant requires that your tongue be touching the roof of your mouth when pronounced, which softens the pronunciation. Russian also has the voiced and voiceless consonant. A voiced consonant requires you to breath out as you pronounce, unlike the voiceless (like "p" as opposed to "b" in English). Russian vowels are simpler than those in English and can be easily mastered by listening and repeating.
Learn Cyrillic (the Russian alphabet) by using a list of the letters and an audio aid for pronunciation. Listen to the sound of each letter and repeat until you feel you have mastered the sound. There are only 33 letters in Russian, and they are not difficult to recognize after a week of practice. After listening to the sounds of each letter, begin reading the first lessons of your course pack aloud to also work on your pronunciation.
Study, listen, speak and read Russian every day. Taking a break from your study can lead you to forgetting what you have already learned. It is better to study 30 minutes every day then to study for 1 to 2 hours a few days a week.
Make a set of flashcards to help you review new vocabulary and grammar. Take a deck of blank cards and write one word or expression on one side and the English equivalent on the other side. Keep your set of flashcards with you during the day and review them whenever you have free time.
Watch Russian movies. Even when you are a beginner, each week listen to native Russian speakers to improve your ear for the language. As you improve, spend more time watching Russian television or movies and begin to read Russian magazines and newspapers. Once you move onto intermediate and advanced levels in Russian, spend more time watching and reading the same programs and articles that Russians watch and read in order to continue making progress.