I’m actually from Malaysia, but I’m hoping to write a female lead character who happens to be Russian? How can I write her? What quirks & attitude should I imbue her? And where can I find out about Russian pop-culture? Anything to avoid the usual Russia stereotypes.
You should learn all you can about Russia, or the part of it that your character is from, including the geography, climate, politics, youth culture if she is young, arts, and economy. You need to determine if she lives in a city or in a remote rural location and how she feels about that. How old is she, what is her role in her birth family (where does she come in re birth order), what are her ambitions—and the realistic possibilities for a Russian female in her position…that sort of questions.
As for Russian pop-culture. Do you know the Russian language? Can you read and/or understand it? If you can speak it, you might do interviews or listen to videos and movies. That would help a lot in researching Russian pop-culture and culture in general. Listen to YouTubes, follow leads. Expect to spend months doing online and library research and writing scenes with your character as your figure out who she is and how she reacts to her environment and interacts with other people.
Another method to become familiar with a culture is to read all the novels that have already been written in the genre, or set in the location. It gives you a feel for the culture. If you can’t actually travel in Russia, absorb travel brochures online or off, get familiar with the history and feel of the place. It doesn’t hurt to set your story in a familiar place like St. Petersburg but if you do, be aware that many of your readers will know a lot about it so your details have to be fairly accurate. If you set it in a remote fictional place, you have more freedom with details of geography, history, and culture, though it has to fit into the larger picture of Russia.
As for her quirks and attitudes, those will come as you work with your character and she finds herself in weird situations.