Tristano wrote:I'm more than open to advice! There is no such a thing as a difficult grammatical rule for me; I'm much more scared by irregularities. What did you find to be the most annoying features of the language? (as a comparison, for Dutch I find the prepositional system very painful since I can't simply guess it but I have to learn many different meanings of the couple verb/preposition)
How did you deal with it?
Ok, this might be a longish post but I can't resist your invitation to give some advice
. This is just my own personal experience though, other Russian learners here may have found certain things easier or more difficult - but hopefully it can still be helpful for you.
Russian pronunciation is not that hard, unless the abundance of consonants scare you. However, there are two things you should pay special attention to. Vowel degradation and stress. Basically most vowels "degrade" when unstressed, so e.g. Russian О is pronounced a, Е is pronounced lke i when in an unstressed syllable. Therefore the phrase Я не говорю по-русски (I don't speak Russian) will sound something like
ya ni gavaryo pa-russki. I still sometimes have to correct myself from pronouncing the negaitve particle не as nje insted of ni.
Stress: It is almost impossible to predict where the stress falls in a Russian word, you need to learn it when learning the word. In courses stress will often be indicated by an accent mark, the vowel in bold or similar, but when you get to read the real thing, there will be no accent marks. If your only purpose is to read, then it is not so important, but for speaking it is. And of course, the accent will also determine how you pronounce the vowels.
Nouns, adjectives and numerals: They all decline, all the time, in six cases. I was used to dealing with cases from German and Latin, but I still sometimes find it hard to get the right endings and the right case. The system is relatively regular, but as always there are exceptions, and the devil is in the detail. I have found that, although it is boring, doing written drills is the most efficient way to learn the different case endings and use them corretly.
Verbs are not terribly complicated in Russian, the tense system is quite simple compared to Italian or Spanish, but you have the aspect (imperfective/perfective) to deal with instead. However, the only thing I've really struggled with are the verbs of motion (like to go, to run, to ride, to drive etc.), which in their base form appear as a "threesome". It would be too much to go into details here, your grammar should hopefully explain it to you in a sensible way. Thereafter, it is really a question of practice to get it right.
Vocabulary in general: Being your first Slavic language it is much less transparent than learning a Germanic or Latin language, but once I got past the beginner stage, I discovered (with the help of my teacher of course) that there is quite a logical system of word derivation in Russian. From a simple root they can create a whole set of words with related meanings, be that nouns, verbs or adjectives, by adding prefixes and suffixes. As for prepositions, most of them double up as prefixes for both verbs and nouns, and once you've learnt the basic meaning of a preposition you will see the logic in their use as prefixes as well to give a root word different meanings.
Like you I don't have problem with grammar, and I don't know if anything really annoys me, but certainly for me the most challenging part is to get your cases and case endings right, and to understand the way the verbs of motion works. As for exceptions and irregularities, you just have to deal with them - there are quite a few in Russian, but not scarier than other languages.
Ik hoop om een prima vader voor mijn kleine lieve tweetalige dochtertje te zijn 
Actually I find the abundance of vowels of English much scarier. Or not, because I can manage to be understood using maximum 9-10 vowels 
and the idea of one day being able to enjoy this literature in the original is very appealing. Then there is a whole contemporary culture to be explored, and very little of it reaches us in the West. You need to go and look for it and for that you need the language. Post-Soviet literature, music, film and theatre is very rich, but without Russian you are excluded from enjoying it.