A few days back I came across the story of Genrikh Lyushkov, the head of the NKVD in the Russian Far East in 1938. During the Great Purges he received a summons calling him back to Moscow which he suspected of being a one way trip so instead hopped the border to Manchukuo with a briefcase full of military secrets and defected to Imperial Japan. This was about a month before the Soviet–Japanese Border Wars kicked off in earnest with the Battle of Lake Khasan. Whilst working for the Japanese Lyushkov planned out and convinced them to implement a plan to assassinate Stalin in early 1939 whilst he was at his holiday home in Sochi via the Soviet-Turkish border using six Russian emigrant agents. The group had been penetrated by a Russian agent though so when the assassins tried to cross the border they were captured.
So the POD is that the group isn't infiltrated by the Soviet agent and they don't find out about plan. We'll say they still lose a two of the six agents arrested trying to cross the border but the other four make it to Sochi and successfully carry out the attack. Of the four three die in the attack and one is seriously injured but captured. So what happens now? I honestly don't know enough about the Soviet Union in this time so hopefully people more knowledgeable can chime in.
The most obvious question is who takes over? With all the jockeying and maneuvering do we see a single dictatorial leader take over again, a group working in concert or distrustful of each other, or something completely different?
The purges have pretty much already happened by this point so that's not going to change.
How is this going to affect the Soviet–Japanese Border Wars? The assassination takes place a couple of months before so once they hear that the operation was a success do they initiate the Battle of Khalkhin Gol earlier that in OTL to take advantage of the confusion? Zhukov is still there and he has the extra troops he'd asked for IIRC so does it end the same way as OTL? One of the major difference is going to be the aftermath, will the Soviets settle for the Soviet–Japanese Neutrality Pact or are they going to want to keep punishing the Japanese in Manchukuo? The filthy little Asiatics have just murdered Comrade Stalin in cold blood after all.
With two of the agents captured who never made it passed the border and the lone survivor of the attack in their custody I'm sure Beria will be most interest in having a rather strenuous and frank chat with them about the whole affair. When the Soviets announce that it was a Japanese plot, with the Japanese saying that they were White Russians and nothing to do with them, what does that do to Japan's international standing?
Another major knock-on I can see is going to be is for WW2. With the confusion of who takes over the Molotov–Ribbentrop Pact is going to be delayed. Of the possible replacements for Stalin would any of them sign it? And with everything going on does the invasion of Poland go ahead?
The other biggie is when the Germans invade. What's the Soviets being led by even a slightly less crazed loon likely to cause? If they're willing to at least listen to and consider all the intelligence that they had about the Germans planning to invade and not following Stalin's idiot no retreat line that cause so many of their troops to be encircled and captured whither Germany's progress with Barbarossa?
I'm sure that there are plenty of other factors to consider but those are the ones that I can think of off the top of my head.