Well, I do not live in Moscow, however, I have been there a couple of times so I can give you some insight. I would describe Moscow as a very hectic city. The traffic jams are completely horrible, it is very crowded all the time, etc. The winters are pretty harsh and in the moment Moscow hasn't got a single indoor skatepark. Those are drawbacks. The merits are: tons of spots (street, diy, pretty good public skateparks), lots of different events and stuff. You definitely won't experience any lack of diversity there!
And do you take other cities into consideration? If you do, I would highly recommend checking out St.Petersburg for a number of reasons: more friendly atmosphere than in Moscow, very healthy skate scene, tons of parties, closer to Europe, it is cheaper to live here and so on. But my opinion can be a little bit biased, because St.Petersburg is my hometown. And I forgot to mention that we have a pretty kickass indoor skatepark so skating in winter is not a problem at all! You can check out a video of my homie from there:
Just read my post again, sorry if it is a bit chaotic and gramatically incorrect...