It really did originate in Russia, and was for a while known as the Archangel Blue, after the Russian port city of Archangel. Russian traders brought them to Britain in the 1800s, and no doubt these cats were pleased to live in a locale warmer than Russia (not that Britain is exactly balmy).
The “blue” is, of course, a bluish gray, and Russian Blues give the impression of being deep plush all over with thick fur standing out from the body. These green-eyed cats are shy and quiet and make few demands on their owners.