Hi, right now not possible. 

From Poland via Belarus not possible and also from Finland with Allegro high speed to St. Petersburg not possible. Via Air is it possible changing in Türkiye or Serbia. 

There are trains from Kaliningrad to main Russia via Lithuania but they do not stop in Lithuania. 

From a few countries that once were also part of the big Russky empire-like Kazak/Uzbek. Probably also from China+Mongolia-but just try to enter there first.

You can go by train to Helsinki and from there take a bus or by train:bus/ferry to Tallinn and from there take a bus.

check ecolines and luxexpress for connections

At least the Swedish Government dissuades from travels to Russia. This means that no insurances are valid if a Swedish person would decide to travel to Russia. Please make sure to check the conditions regarding travels to Russia for your country. You most likely need a visa to enter Russia unless you would happen to be a Russian citizen.