@metalinvader665 Those are some super interesting inputs! So I have a timeline blueprint here.
Before the Hunnic/Turkic expansions and invasions itself,the Finno-Ugrics make a huge confederation from Finland/North Scandinavia where the Finns and the Sami live upto the Central Asia. All the Finno-Ugrics,many Germanic tribes,many Scythian peoples,Slavs,Tocharians all join this confederation. The Empire stretches from Scandinavia to Central Asia. They use the abundant river basins for agriculture and also rely on pastoral animals. The Empire sets it's capital in the Black sea coast. Eventually this becomes Europe influenced with the border at the Roman Empires Eastern border. They eventually convert to a religion of mixed Buddhism and Christianity of its version fused with aspects of Buddhism. The black sea capital would eventually become a Rome/Constantinople like city and gets its own Basilica. Christianity as a whole looks very different in this timeline without the crisis of the third century. Mongol and Turkic invasions don't happen in this timeline with this power in place. They instead migrate and join this Empires People/Volk which already has a huge area and population. Turkic nations appear in the East and are smaller with many who have joined this Empire. Like the Roman Empire,many languages are spoken. Scythian,Sogdian,Finnish,Erzya,Khanty,Nenets,Moksha,Komi,Udmurt,Greek,Latin,Germanic languages,Balto-Slavic languages,Tocharian,small pockets of Altaic languages brought by the Settlers before assimilation,etc. Let's decide the administrative language/lingua franca later but it would be Finno-Ugric only. So Europe is way larger with Eurosphere reaching Sogdia. Dark ages are butterflied by a Golden age. Rome doesn't probably fall. At least,the Eastern Roman Empire wouldn't. The influence grows larger and reaches more regions. But yes,after a size and a stage of development,minor civil wars would keep happening as it did in Rome. Persia gets influenced as well. India and China probably would get influenced and be even more diverse in this timeline. The World looks totally different in this timeline. Let's first solidify timeline till here and then go further.
You can't keep such a confederation together. The Finns (using original meaning being those of Southwest Finland/Finland Proper) have no reason to be part of the same empire as their very distant relatives in the Urals. They don't live the same lifestyle either. The proto-Finns had only recently arrived in Finland and were more akin to the proto-Norse. The Khanty in the Urals lived a far different lifestyle, to say nothing about the Nenets and other "Samoyedic" peoples (the furthest north and east Uralic peoples). Even further east is the Yukaghirs, who lived a lifestyle akin to the Nenets and speak a language isolate some call a sister branch to Uralic.
Maybe the best POD (and way to knit together some sort of grand Finnic confederation which can evolve into states which can evolve into a Russia-type empire) would be early reindeer and moose domestication. Moose were semi-domesticated at times into the early 2nd millennium AD, although they are difficult animals and possibly impossible for a premodern people to domesticate (the Soviets tried) due to their habits and nature. Call them the "elephants of the Arctic", since I can see their role in culture and society being like elephants in India and Southeast Asia (and to a lesser extent like in Persia, the Near East, and North Africa). Moose are animals owned by the elite village chiefs, moose milk--very healthy and nutritious--drank at certain ceremonies (along with reindeer milk, this spreads lactose tolerance much further), moose ridden into war by certain chiefs, moose plowing fields, moose used for construction in other ways, and moose used for wartime logistics. In addition, you have early reindeer domestication--this did not occur until a bit later into the first millennium AD in Siberia IIRC and not until the Middle Ages in Sami lands. And better reindeer domestication, since the reindeer are mixed with other subspecies leading to a larger and hardier breed of animal. These supplement horses, which are used in the southern end of their civilisation (due to cold tolerance issues of horses)--horses are higher prestiged than reindeer for warfare, but reindeer more preferred for peacetime. It's more likely to have horses which can better carry adult men than reindeer which can do the same, even though our reindeer here are bigger than OTL. Our basic Finnic war chief will ride a moose, but his lieutenants will ride horses, while his supply lines will be done by reindeer. We might get some larger tribal groups owing loose allegiance to one "khan" (for lack of a better term), maybe the size of large areas in the region today like Finland itself, and the Russian oblasts of Leningrad, Vologda, and Novgorod (basically the heartland of our Uralic peoples, who will expand south into the Zalesye). This "khan" might later be called a loanword for khan/khagan, or might instead use the Germanic loanwords
druhtinaz ("lord", "leader") or
kuningaz ("of the family", "king"), which appear to be very old borrowings (modern Finnish
ruhtinas, "prince",
kuningas, "king", Russian
knyaz "prince" is also an early borrowing). His "state" will be helped immensely by Roman trade with the Baltic, although the fall of Rome will shift things up a bit, result in the collapse of trade, etc. The wealthiest area would be Ingria, coastal Estonia, and coastal Southern Finland. If we propose the best results, Late Antiquity has rapid re-consolidation in Western Europe, and important innovations like the heavy plow make their way to our Finnic confederation early on. State consolidation occurs at the end of the first millennium, and they push south into the lands of the "lesser" states of the Zalesye and conquer and assimilate them. They slowly develop the land as easily available land is diminished by the population expansion.
Reindeer and moose in the north and horses (better for the steppes) in the south will knit together such a confederation. For simplicities sake, let's imagine this happens around 1 AD so the Finns still go to Finland, and we still end up with Uralic tribes in similar places, just centuries more advanced (relatively) than before. And getting back to your original post (and how this ensemble builds itself), they would definitely include Iranic peoples, some Slavs, and some East Germanic peoples, but we'd have several "khans" and "khagans" and no central authority. It will be a material culture, a cultural area, a cultural continuum. The Yukaghir at the far northeast and the proto-Livonians at the far southwest will be very distinct in many, many ways, but still share certain goods and ways of doing things. Reindeer and moose pastoralism and agriculture helps make the northern lands a bit more useful, and allows the northernmost Sami bands and the Samoyeds and even the Yukaghir to join in this "culture". The fringes will be Turkicised in time given events with the Göktürks and other steppe confederations like the various "Huns", "Avars" (each seems to be a generic term for distinct yet superficially similar groups), and others. Turkicisation might spread deeper in parts, and some migrating Turks will assimilate. Horse and reindeer pastoralism can thrive together in the same cultural group, as the Yakut display. At the fringes, you'd have the Magyars break off and perhaps go to Central/Eastern Europe (Pannonia, modern Romania, etc.), along with the aforementioned Mari/Mordvins going to Central Asia.
Their religion will be a sort of Christianity. Most likely they'll be devoted to Eastern Orthodoxy and heavily influenced by Constantinople. But since our POD is at the time Jesus walked the Earth, we can imagine all sorts of religious possibilities. Like a syncreticism between traditional beliefs and Christianity (Arianism, spread by Germanic peoples), although outright "pagan reformation" (inspired by Greco-Roman philosophy/neoplatonism acting like Buddhism did in Japan) could be fun too, albeit less likely. You might get something like the stories which later inspired the Kalevala but with an even more obvious Christian edge. It would be vaguely recognisable to anyone familiar with the mythology of the Finns, Estonians, etc. Of course, such a church existing would have a huge impact on Christianity in general, and strongly implies you have a similar Germanic church and probably a Celtic Church too (if not a Berber Church, a Slavic Church, and other divisions of Christianity). Whatever becomes of the Roman Church is up to debate. So I'd go for a more traditional "they get Christianised by some saints and pious kings" approach like OTL Russia/Slavic nations/Finland to keep things a bit more recognisable.
This would not be "European" either. Recall the Russians were thought of as "Asiatic" into the 20th century (and arguably to this day), and even the Russians themselves have sometimes thought of themselves as separate from Europe. The Finns, Hungarians, and Estonians, the most European Finno-Ugric groups, have also not been thought of as European either in various cultures (and the modern "Finnish Mongols" internet meme), although this more owed to racial pseudoscience (and political affiliation of Finns, at least in the US and Canada). If you have a group like the Russians, yet even more separate from other Europeans (aside from shared Christianity) due to a different sort of agriculture/peasantry (thanks in part to reindeer and moose), traditions (Eastern Christianity with syncretic Finnic elements), and language (incomprehensible to all other Europeans), it's debateable how "European" they'd really be. If our TL butterflies Islam, then things are even more up in the air. Oriental Orthodoxy, Persian influences like Manichaeism and Zoroastrianism (especially from the Volga Bulgars), etc. could play a role too.
Long term we have some grand empire emerge with its capital somewhere between Ryazan and St. Petersburg, speaking a language vaguely classifiable as Baltic Finnic but mutually unintelligible with any OTL Baltic Finnic languages, although linguists might suggest its closest to Ingrian, Veps, or Merya (assuming Merya was Baltic Finnic like some suggest). They colonise Central Asia and Siberia, and groups which weren't rolled up into their later medieval culture persist as minorities. This will be akin to OTL Uralic peoples in many, many cases, although they might do better and keep more of their culture alive than OTL. We have Baltic Finns settling in small towns all over Central Asia alongside Mordvin nomads (battered by the Mongols and others, they hold onto their ancestral land) in what we call Kazakhstan. Some major empire in India, be it an indigenous one or a colonial one (i.e. British India), tries to prevent our Finnic Russia's rule over Central Asia. Since we want a wank, they fail in the end. Arctic pastoralist techniques and plants (like sweetvetch and roseroot, common vegetables TTL albeit not staples like in Lands of Ice and Mice) are introduced to Tibet, and more numerous and economically powerful Tibetans successfully revolt from both India and China to become a loyal client (albeit heathen client) or our Finnic empire. Our Finnic empire pushes into Europe, holds the final say over the divided lands of Germany, holds Scandinavia as a vassal, and is respected and feared by all Europeans. By the 19th century, it has divided the Turkish Empire in Anatolia and Rumelia to its will, propping up a nice puppet in Constantinople. In the Far East, the Chinese rely on them for economic development (the Shun dynasty was thankful at first they won against the Qing Manchu, but now they fear they are being corrupted by foreigners), the Koreans are utterly loyal to them as vassals (to the point they converted to Orthodox Christianity to gain Finnic support), and the Japanese are similarly reliant on them for support in their modernisation (Orthodoxy is spreading there, and Ezo is already an incorporated part of the Finnic Empire). In the Americas, they rule the entire West Coast from the Aleutians to Baja California, and inland to the Continental Divide, initially through various American Indian vassals, but control is increasingly becoming heavier on the ground (many Plains Indians are more or less loyal, and these Plains Indians include names far different than OTL's Plains Indians--the Cayuse and Utes, empowered by northern horses and who chose the right migration paths are as feared--and successful--as the Comanche and Apache IOTL)--and we shouldn't forget the spread of their domestic reindeer and moose to the Inuit, Cree, and other northern peoples and the impact it had either. Unlike OTL Russia, our Finnic Empire has managed to take almost all the "right" choices in history since the 16th century and has economically developed to the point where opportunity is available for anyone who seeks it, and the government is demanding its American colonies become that opportunity for most people. It is the dominating empire in the world, spreading a dominating culture. Nevanlinna, its capital [St. Petersburg], is perhaps the most important city in the world.
All of this is very fanciful, but an interesting Finnwank regardless. I'll note I simplified a lot of things (perhaps to the point of unrecognisability), and didn't discuss a lot which should be discussed, but it's a basic outline.