Failure

Each time when I try [I'd suggest using either 'Each time I...' or 'When I ...', rather than both] to express sorrows/sorrow/hardships in English - it looks pretty awful...
Something strange happened to me this year. Something really strange. Probably it's ['It's probably' for a more natural word order] just a stage of becoming more mature..? Yeah, though my age - 31, I don't feel myself pretty confident [alternatively, 'Yeah, though I am 31, I don't feel particularly confident (about/in myself)']. Suddenly, this summer I won a scholarship that was/is provided by the Indian government. But I couldn't study [alternatively, 'But I couldn't finish my studies / But I couldn't complete my course / But I just couldn't keep it up / But I found I couldn't study afterall'].

When I arrived, I found that the Indian twelfth grade is not equal to the Russian (one) [alternatively, ' ...I found that the Indian and Russian twelfth grades are not equivalent']. And I also completely forgot all the (studying) material (I had) grasped during the/my 1st year at/of Russian university that would/could have eliminated the difference. After 1 month of trying to renew that/my knowledge and 1 month of depression after my conclusion that I didn't [past tense, after my past decision] have enough time to do it/that, I left India.

Emotionally, I still can't perceive/grasp/understand - what happened? Changing environment, adaptation, inspiration, understanding that I couldn't cope/manage/continue, then/and returning home in/within/after 2 months - too fast [possibly, 'all too fast' or 'too early' - it depends on whether the whole situation was too fast, or if you mean you returned too fast]. 

I think this is great writing. I find unhappy or unfortunate experiences are generally easier to empathise with than positive things. Your decision was totally understandable, anyway.