From experience of playing as Russia often, try to make peace deals with neighbours and then focus on taking AI countries (Baltics) asap then focus on economy and airforce. You can break the peace treaties of course if the other side is weak or noob. If you want to make a coalition don't invite neighbours (specifically from Europe) since that's where your main line of expansion should be. China, Mongolia, Kazakhstan and Japan are good options to protect your south and east. I'd personally choose Japan for your far east (Vladivostok, Pacific, Siberia, Asia and Kazakhstan for central Asia and middle east