Suggestion for initial training
 

You'll first have to learn English really well. Then, I highly suggest you take a comprehensive pilot aptitude assessment in order to see if you have what it takes (plenty of professionals doing such tests out there).

If you do and you're also able to get a Class 1 medical, you can start looking into training programs. Cadet programs are either very competitive or very expensive. Without having an EU citizenship, you're going to have even more hurdles to get through. It is doable, but it will cost a lot.

Could you perhaps become a pilot and get some flight time in Russia? That would be a good start.

Thank you for your reply!
I am not taking Europe into consideration any more, as i don't have any work permission or eu passport...But that's a shame I can't study in Europe cuz of my passport... anyways.. I don't wanna study in Russia since I am not planning to live and work there. Ill check the test you told me about, thanks about that... medical license shouldn't be a problem as I am flying for 3 years already and "still enjoying":) Any other countries you have in your mind and you could recommend?

You beat me to it. I heard they have a great cadet program for Kazakh natives. I do not know whether it also extends to Russians.

Other than that, your opportunities are very limited, especially regarding cadet programs.

With enough money, sure, you could go to modular/integrated pretty much anywhere in the world, then enter a pay2fly scheme in order to build hours, but it will cost a lot. In the best case scenario, where you don't pay for a type-rating out of your own pocket, it is going to be at least $45k. The cadet programs opened to non-EU citizens are rather limited (flyDubai is probably the most known). If you have to get your own TR and eventually build hours through p2f, you should add at least $30k.

Perhaps you should think more about the chances you have to become a pilot and build hours in Russia.

I had a school mate when I was doing my PPL who was from Russia.It was in Spain and I remember him saying that pilot school in Russia are quite a mess in terms of syllabus.
As they said, it all depends on the money you have available to spend on your training.Cadet program cost over 100k.Going modular you save 30-35k.
I would suggest to start looking and contacting flight schools in a specific country and book a medical in that country as well so that you can save money and time in bureaucracy conversion.I think in Sweden there are schools that accept students from all over the world.