Learning Russian

Since my university require me to pick three languages to study, I've picked German, Russian and Japanese.

Currently starting to learn Russian, but all I've got so far is the alphabets and the numbers. Where do I go from here? I have no idea which words I should learn first or what I should do next.

Since this seem like the right thread to post in.

What's the difference between У and Ю? Aren't they both U?