Seems like an odd group of choices for one's first trip to Europe.

That said, there's a huge difference in size between Russia on the one hand and Belarus/Moldova on the other. Russia has iconic cities like Moscow and St. Petersburg that the others can't match, with museums, Tsarist palaces and world-class sights. For those reasons, I'd pick Russia. No problems walking around cities on your own, though some Russian would be helpful if you go off the beaten path. No problems getting anywhere on public transportation; indeed, the metro (subway) stations in Moscow and St. Petersburg are artistic attractions in their own right. You can take the Sapsan high-speed train from one to the other in less than four hours, with ten departures a day, or trade off time for money on a slower train or a bus. I wouldn't go wandering around the countryside on my own too much, though.