I'd agree with Religious, since you are mostly surrounded with the Sunnis, and the Orthodox land that Lithuania owns is mostly garbage, anyway.
Defensive is also good for Muscovy-Russia because of focused early bonuses, with upkeep reduction helping quite a lot too.
However, for the 3rd idea, i'd say go for Administrative, because the -core creation cost is godlike. Even if you don't need the rest of ideas from Administrative, then just unlock the first 2 ideas and skip the rest.
Don't go Exploration, it is worthless this early, now that Russia has Siberian Frontier unique idea. Only pick it later if you want to colonise overseas after you have finished settling the Siberian lands.
Also don't go Quantity, as you'd get nice bonuses for manpower once you form Russia itself (both from its unique government, as well as from ideas).