Should I learn the Russian alphabet or the pronunciation first?
I can't learn both because I keep having to switch from the Russian keyboard to English in the lesson, so should I learn how to read Russian or pronounce it first?
You'll basically be learning both at the same time if you go for the alphabet, since the language is mostly phonetic. This course on Memrise is an easy way to start http://www.memrise.com/course/78454/learn-basic-russian/ It teaches you the alphabet, then suddenly you're reading the names of celebrities in Cyrillic.
I prefer to use the real Russian with their alphabet and everything. I think it will only be to your benefit. Once you get the alphabet down, it's not that much extra work, but you can read the language as well as speak it! Once you get both languages on your keyboard, you should be able to hit alt + shift to switch between them without going back into the control panel each time. You should see a little blue box with two letters in it in the task bar that shows which language your keyboard is on (I'm assuming you're doing this from a computer, not a phone or tablet). If this doesn't show up, 1) go to the control panel 2) click regional and language options 3) switch to "languages" tab 4) click details 5) under preferences, click language bar 6) check the box that says, "show language bar on the desktop" 7) click okay I hope that helps. Please ask any questions.
I can switch keyboards on my computer (where I learn from most of the time) but I can't tell what I am typing when I enable the Russian keyboard. When I look at my keyboard with my eyes, I always see the English alphabet and not the Russian, how do I know what I will be typing? That was my only issue haha