Russian is written in a variant of the Cyrillic alphabet, which has 33 letters and is loosely based on the Greek alphabet. Most of the letters correspond to sounds that English speakers are familiar with, but there are difficult letters like ж (zh), ... (kh), щ (shch), ы (roughly y), along with ь and ъ, which are silent but influence the way other letters are pronounced.
Pronunciation can be difficult at times in Russian because correct pronunciation is based on where the stress is located in the word, and Russian lacks predictable stress. Russian words each have only one long vowel, and the other vowels are shortened based on their relationship to the stressed syllable.
Russian has a system of six cases, which are endings used to show how nouns, adjectives and pronouns relate to each other within a sentence. Russian's six cases are nominative, accusative, genitive, dative, prepositional and instrumental, and it is these instead of word order (though that, too, is important) that largely determine Russian syntax.
Russian has only three verb tenses, but Russian verbs are marked for aspect, which is unfamiliar to speakers of English. Imperfective verbs are used to talk about actions that are, were or will be in progress, while perfective verbs are used to talk about actions that were or will be completed (perfective verbs have no present tense).
Russian colloquial speech is highly efficient and leaves out many pieces of information that English speakers consider important; consider the expression "что ты?" which is an incredulous way of saying "what are you talking about?" but is composed only of the words "what" and "you." Familiarity with colloquial language will happen through time.
Any organized form of Russian learning, such as taking a class or getting a tutor will greatly decrease your difficulty. These experienced speakers can introduce information in a logical fashion and help you correct your mistakes while giving valuable learning tips.