Russia is a challenging country to play. Optically, it is usually the strongest country on the board, because some of its territories seem huge. Russia is the only power on the board to start with four supply centers. However, this does not necessarily make its position stronger.
Russia has two distinct fronts, one in the north where it will encounter England and Germany. The other front is in the south where Russia is part of the southern triangle together with Turkey and Austria. Although France and Italy are countries further away, you will have to deal with these as well. From personal experience I know that both Russia and Germany will be dealing with almost all the players on the board, so you are up for a challenging game of diplomacy.
Russia – England relationship
England is not your neighbor when the game starts. However, as Russia wants to conquer Sweden in 1901, and England is usually going to conquer Norway, you will be neighbors very soon. I believe that a war against England could be beneficial for Russia, but you will never be able to beat England on your own. Most instances where England and Russia go to war, is when either a French or German player asks Russia for help against England.
If you want to be neutral, divide Scandinavia amongst the two of you and keep your units away from there as long as you feel safe. It could very well be that you are tied up in a war over the Balkans and Black Sea, and in that case all you want is a quiet northern front.
Please be aware of an English attack on StP via Norway, this could severly damage your position especially if the English player moves an army to StP. In general, try to avoid the English player from conquering Norway with an army to avoid this type of situation.
Russia – Germany relationship
Your German neighbor is extremely important in the west. First of all, you want to make sure Germany moves west with its forces, hence a DMZ in Silesia and Prussia. Obviously, if you want to make an aggressive move in spring 1901, you will move to Silesia (or perhaps Prussia). Normally, convincing Germany to focus west with his forces in 1901 is not too hard, as he needs to deal with both England and France, and his neutral supply centers are all in the west.
If you want to capture Sweden in fall 1901 (and who does not?) you would like to see Germany moving his Fleet in Kiel to Holland, and not to Denmark. However, you might not able to prevent Germany from moving to Denmark with his fleet. In that case you need a deal which ensures you can take Sweden in the fall. An aggressive German, with ambitions in Scandinavia, might bounce you out of Sweden, but in that case a Russian player can ask England for help. It is not in England’s interest that a German player captures Sweden, as this usually means Germany has built additional fleets, and this is not something England is usually fond of.
Russia – Austria relationship
Austria is quite vulnerable early in the game, surrounded by you, Turkey and Italy. You will have to reach an agreement with Austria over Galicia. I do not believe there are many Austrian players that appreciate a Russian army in Galicia, but you do gain a very strong position early own if you would take it. A more neutral approach is to either move your army to Ukraine. However, be aware that an Austrian army in Galicia has the possibility to conquer Warsaw in the fall.
Austria and Russia will surely meet each other early. An alliance between them against Turkey could work very well, but it requires patience from the two partners involved, as Turkey will die slowly. This patience is usually tested and could very well be the reason for the alliance to break.
Russia – Turkey relationship
Turkey is your southern neighbor. Do not be fooled by his three units, Turkey is a difficult opponent to kill in case you decide to attack him. My personal advice is that you do not want to see Turkey on the Black Sea, as it leave your complete southern area (Sevastopol, Rumania) exposed. Some kind of deal with the Sultan over the Black Sea is hence important.
Another interesting option is an alliance with Turkey, which means you could go combined from east to west over the board. Especially playing Russia I believe this is a very interesting (beneficial) alliance.