Well, do you want to be good at the language or not? :)

It depends on your goals. If you want to be a good speaker, of course you must know all English tenses. I agree with you that it isn't so easy to understand them for Russian speakers because we only have three tenses in Russian.You can start with Present Simple, Present Continuous, Past Simple, Past Continuous and Future Simple. I would recommend you to take some lessons with a teacher, they could explain all the tenses to you better.