What's the highest priority when learning Russian?

I think vocabulary and grammar are the most essential.

Russian is not as rigid with syntax as English and while pronunciation is important you need to understand what you are pronouncing.

Slang should be learned once you at least have a proper grasp of the language and can manage basic conversation. And then there's semantics. Again, you need to know what you are saying!

Russian grammar can be difficult but I found it to be much more consistent than English grammar.

i would say grammar, i mean you can look up vocab in a dictionary etc

Also i found it easier to study cyrillic by itself first. Otherwise it's daunting trying to learn new words, grammar etc as well as figuring out how to read it. Get a good grounding in cyrillic or it might seem like you've taken on too much