Moscow is HUGE and has tons of amazing spots. Stalinist architecture and monuments are as if they're made for skating, marble banks everywhere ledges, etc... (avoid the war memorials though they take that stuff to heart)
Go to Kaluzhskaya square (oktyaborskaya metro station on the ring line), it's like Moscow's Macba. You'll definitely meet some local skaters there that'll give you tips and point you to spots. from their you can skate down a hill to park Gorki where there are 2 skateparks if that's your thing.
Park Pobedi (victory park) it's another famous spot, as is VDNH, i think that yellow diamond rail that everyone skates over into a bank is also in Moscow. Those are the three spots that are pretty blown out by American pros.
Needless to say avoid the 6 month winter, don't be hurt that geniality is missing in the local's interaction with you (there's something to the stereotype that they're calm, cold, and blunt), take in as much culture as you can, go to Izmailovo to buy souvenirs for your friends.