I can't say this was the biggest "surprise" but something I found very interesting/unusual (for Americans, anyway) were the incredibly LONG escalators up/down the subways/metros, and the extreme angles on which people rode them. Naturally, I'd seen some escalators before in many large cities/airports, but these were incredibly long/tall (whatever the right word is) and people literally ran up and down them full speed when at first I felt like hanging on for dear life due to the funky angle, heh, heh. It was a wild experience!
That being said, don't be afraid to venture out and see/do as much as possible, taking advantage of the bus system and the Metros. Russia was a wonderful adventure for us, we relished it and explored and walked almost everywhere (yes, without translators). We just basically took the same precautions that you would as tourists in any large metro area, tried to avoid obviously looking like tourists or inadvertently stumbling upon the "bad parts of town," and took small pocket language guides that we would unobtrusively sneak peeks at so we didn't stand out like such obvious tourists to any would-be pickpockets.
There is soooo much to see and do, please don't miss it all by hiding in your hotel room, folks!
You'll have incredible memories of a lifetime, will find wonderful souvenirs, and may decide (like us) that you are really looking forward to visiting at least once again when your children are old enough to appreciate the experience.