Welcome to an amazing game. I also recommend the Finland scenario. I never got into the Ice March one, but if you play the Finland scenario (as the Finnish) several times in a row you will start to really catch on to the basics. (For your first games, turn off the Activation Rules or you will get frustrated, especially if you try the Reds.) The first "game" select the option that doesn't let the computer move. Then in the next game, let the computer move, but rewind the turn and inspect their orders. Then play for real. Next try the Polish Scenario as Poland. Then try the Grand Campaign as Siberia or the Southern Whites. Remember that building huge divisions is key. Finally, the most fun IMHO, the Reds.
Go to the AGEOD American Civil War (the first version) forum and check out their strategy sub-forum and links. That forum is the most helpful for newcomers out of all the AGEOD forums, and many of the tips (such as railroads and strong defense) are relevant in RUS. After a Finnish game round, you could read the battle logs in the TXT file in your game's directory. (Revolution under Siege -> RUS -> Logs) That will spell out what is happening and why. Finally, to top everything off, read Bornego's AARS:
here is one of them.
After playing the AI for several games, you are ready for a human in pbem game. Now the education really begins.
Good luck!