Russian naming conventions, from a historical point of view, are difficult. There is quite a blur as to what the rules are and when they were applied. Plus there are always exceptions.
In general:
The first name is the given name, Christian or Russian. If the first name is Russian they will be given a Christian name when baptized, and that may replace the Russian given name.
The middle name would be a patronymic the male version meaning son of (adding in, yn, ov, ev) and the female versions meaning daughter of (adding ina, yna, ova, ovna, eva, evna). The ending vich was common among the upper classes with restrictions, and varies by location.
The middle names could also be a metronymic, based on the mother's name. Versions also exsist for grandparents. Also middle names could be formed from an occupation as opposed to a parent's name.
Historically the given and the patronymic were the only names used up until modern times.
As time went by, the patronymic evolved into a last name. The uses of this varies greatly, not becoming the standard until more recently.
Titles were, for the most part, a foreign concept and when used are usually derived from foreign words. Tsar meaning Caesar, etc.
The most important rule is that there are exceptions to all the rules. For the most part, people we remember from history, we remember by a certain name although, in reality, they may have been known by any of a number of a mixture of names.
Here is a link to an excellent, more detailed explanation:
http://heraldry.sca.org/paul/zgrammar.html
