I've been learning to speak Russian
It used to take me 45 minutes each way to drive to and from work every day. So I decided about a year ago that instead of listening to the radio play the same ten songs over and over again I would do something more constructive with my time.
Instead of going for one of the average every day languages that Americans tend to learn, Spanish, German, French, I decided to take on a tougher language, but not something too difficult like Japanese. Nope, I think Russian is the best level of difficulty that I can handle without throwing in the towel. So that's what I've been doing and it's not too bad of a language to learn just as long as you don't run into anybody who actually speaks the language.
I occasionally hear a Russian mom talking to her child at the store, or whenever I visit the zoo there always seems to be some Russians there. But for the most part I am hardly exposed to the language in my every day life, which is unfortunate because the best way to learn a language is by constant saturation.
Learn the alphabet
This is the first thing that I think a person should start with when learning a language. It took me only a couple of weeks to memorize the Cyrillic alphabet, the hardest parts are knowing how to place emphasis on the soft and hard signs in a word.
Other than that It can also be difficult to know exactly when the letter "O" is used as an "ah" sound, or as an "oh", because it seems to randomly change in different situations. Also the letter "G" sometimes sounds like a "V" to me. Other than that the rest of the rules seem to be consistent or perhaps I'm simply a slow learner.
There are a few places on the internet that give away a lot of information for free. I prefer to learn the free stuff before I think about spending a bunch of money on something like Rosetta stone, which can cost hundreds of dollars.
Live Mocha is a good place that has several learning units that will keep you busy building good sentence structure. There is a free library edition that you can use through your local library.
Some libraries also provide free services for Mango languages, which will teach you a first 100 short conversations that would be common in any language.
Another sight I have found is Busuu.com, which has several levels of learning and has interactive learning units as does "livemocha". A small portion of this program you must pay for, but most of it is free to the public.
Applying it to my daily life
You might find it helpful to read from a book you enjoy. I like to read the book of Mormon in Russian. I use some of my spare time to memorize a few of the notable passages written in it. Since I read from scriptures on a weekly basis at a minimum it helps to keep myself fluid in studying. This way I can make a habit out of learning the language since I go to church habitually.
You can apply this to what ever religious writings you prefer, proverbs, biblical sayings, or perhaps some philosophical or political quotes you may like. I would prefer that people in other countries know that I'm not completely without substance when i speak to them.
I also like to do little things like answering the phone in various Russian greetings. Sometimes people hang up on me when they hear me speaking in a different language but most people who know me know that I'm learning Russian, so if they hang up it's probably a telemarketer.
I usually bump into a Russian person when I'm visiting the Zoo, so whenever I go there I like to bring a lesson with me that correlates with learning the names of zoo animals. Then I can strike up a conversation with someone about the animals.
I've always thought it would be cool to learn a different language but it can be difficult to retain the information I have learned, so it is important to find a way to use some Russian words on a daily basis even if it's only a few.