The golden rule for getting nationalities (and also language names) from country names is to change ия to ский.
Here is the word for Russian:
Russian for Russian is русский.
So you had ия from Россия replaced with ский. You also have o change to у in the stem. That’s somewhat of an irregularity, which doesn’t really happen elsewhere. This happens because the words for nationalities are a little bit irregular in Russian (but they are very irregular in English too, as France changes to French, Germany changes to German while Russia changes to Russian).
Here is another useful one:
Russian for English is английский.
There is another й added in the middle to help the pronunciation.
Russian for tongue is язык.
Why are we learning the word for tongue, you might ask? That’s because, like in English you have the mother tongue to mean mother language, in Russian the word tongue also is the word for language.
Having in mind that there is no word for the, how would you say: