Economics. It'd be real nice to say exploration, but let's face it: the essential number one goal of the early game is to get a second city out as soon as possible while sacrificing as little as possible. Russia starts with a scout, so we can be confident that in the short term, we should have a pretty good idea of what our surroundings are like and be able to have a potential site for the second city way before the settler is actually produced. It is for this reason that I think we need to get a worker out ASAP (unless there are NO hills or campable resources). Even if at first we may only have a tile or two a worker can improve, as our scout pops techs, the workers abilities will also increase.
As has been discussed, only two civs have mysticism to start. I'd also like to see us go for Judaism if possible.
of course, these are all domestic matters. But in the early game pretty much the only thing the president has to do is move our unit a square or two SE/NW. These are just the positions I will be advocating.