The Russian alphabet was created by the 9th century monk St. Cyril. After a couple of changes along the way it became was it is today in 1918. There are a total of 33 letters in the Russian alphabet. Below in the table is the block printing of the Cyrillic alphabet, followed by the Cursive Version, then how to pronounce the sound.
Russian pronunciation is fairly straight forward and phonetic. There are some exceptions in Russian pronunciation like что which is pronounced "shto" not "chto" and его pronounced "yevo" not "yego." Overall, don't worry about the exceptions too much if you have an audio program or speaker at your side it will be easily taken care of. Also words in Russian never ever begin with the letters ъ, ы, and ь.
Also in learning materials and dictionaries there are stress mark above that letter that gets stressed. However, that is the only place you will find stress marks. If you pick up a russian newspaper you will not find stress marks on any of the words.
All Russians in grade school learn to write Russian in cursive. It's best to learn the cursive form of the alphabet because it will make writing easier and quicker than using standard block writing and will allow you to read another person's writing.
There are some guidelines to remember when writing in cursive. Usually Л, М, and Я cursive letters begin with a small hook. Similarly, sometimes the cursive verison of T might have a line above it and the cursive version of Ш might have a line below it. These usually happen in learning materials.
In Russian there are 10 vowels and and 20 consonants.
Vowels: А Э О У Ы Я Е Ё Ю И
Consonants: Б В Г Д Ж З К Л М Н П Р С Т Ф Х Ц Ч Ш Щ