First off, i agree with Big Blocky. He’s right. You don’t go very offensively as Russia, but pick up the odd dead zone if it is offered to you. You want a buffer between the German front line and Caucasus if you can get it - if only to slow down the tanks.
Also it is a major pain for the allies to take (and retake) Eastern Europe. Rather than just land troops on West Eu which is a turn for the US - this move requires 2 turns for the US. It also makes boats more vulnerable to German planes. What i mean is that it takes a while to do anything on the mainland outside of west EU. Also i generally leave Manchuria alone. Unless it’s an easy pick with few expected losses, you’re simply spreading out your forces.
If you want to see some good strat as Russia - check out the games section and look in on a game where Darth Maximus or Kobu (both) or Big Blocky are playing, and generally you’ll pick up some good early moves.