I've began to study imperialism during the 19th century and colonies Britain, France and others established in the Americas, Africa, and Asia. I've noticed that Russia had few colonies. What were the colonies Russia acquired and when?
Only Alaska (1799–1867) and Fort Ross in California (1812-1841) could be counted as "proper" colonies. Russia expanded in mainland Asia, and while many of those territories could be considered as colonies, bu they were administrated as governorates of Empire.
Siberia was "Wild West" of Russia, but it was formally conquered earlier- it started in 1582 with Yermak's expedition and ended with subjugation of Chukchi in 1778. Albeit Chukchi and some other tribes refused to recognize Russian overlordship for a long time, up until 1917 in some cases, and with little to no immigrants from mainland Russia, imperial rule in Siberia was often merely a declaration and manifested in maps only.