If it is a new install, the best option is to install WordPress in Russian. You will have English also available from “Settings > general > Site Language”.
You can also manually install additional languages: download the files from this respository and upload theme to “wp-content/languages” directory. The new installed languages will be available in “Settings > general > Site Language”.
When you set a languages via “Settings > general > Site Language” the language attributes will be auto generated by WordPress and you can use language_attributes() safely.
To ensure that all characters are correctly displayed, you should use UTF-8 enconding for all your files, including PHP files if you write russian directly there. Be sure that this files are saved in UTF-8 without BOM characters. You can do it easily with code editors like Notepad++.
For HTML you should set the charset meta to UTF-8 as soon as possible:
<head>
<meta charset="UTF-8">
It can be done also via HTTP headers from your server, for example through .htaccess:
AddDefaultCharset UTF-8