Step 1: Get a Metro Map
Tip 1: Get one in RUSSIAN, not in English
It will be much easier for you to navigate with a Russian Map. All you need to do is to stand in front of the Metro station name plague and compare the characters. If you get an English map, there will be nothing to compare.
Also, a Russian map will save you a lot of time when you need help from the locals or police officers. Just ask "G-di-e "and point to the map. They will happily show you the way. If you are lucky, someone might actually bring you to your station.