So a Mongol state, based in Kiev or Volhynia-Halych, controlling in various ways Northern Rus, Poland, the Baltics and Cumania (formerly known as Hungary), and converting to I presume Orthodoxy?
Would the state structure be any different? If the Kievan Horde collapsed eventually, would Russia still be able to unify? Would there be any differences culture/state/economy wise for the Rus, or would the Mongols just outright Russify?
Well, they might go Orthodox but I imagine that in Mongol fashion, early years would be open to various religions. Catholics, Orthodox (actually a valuable tool to ally with the Byzantines against say, Ilkhans or whoever) and Muslims would probably interpenetrate a lot more than OTL. The postal and tribute system I imagine would be largely the same.
Not sure how stable the Khanate would be while it lasts, but after it's gone...I mean, Lithuania moved into the vacuum OTL, and it wasn't particularly stable but neither was it ungovernable. No Vladmir/Moscow patriarchate for sure. But the succession rules would be flexible and that would invite all sorts of trouble.
Horse archer nobles and gentry might spread wider than OTL, but the kind of land-for-service system that the OTL Moscow had might never even arise and you'd get a clumsy tribal feudalism throughout the *Ukraine Horde's history.
Jewish settlement would also be a big interesting butterfly moment. The entire Pale is within the Horde ITTL. Depending on how long the Horde lasts, it could either butterfly the settlement away, or alter it in some other fashion.
Would the Mongols invite German and Czech settlers and craftsmen? Also a big question. Really changes how Romania looks, for example, and how Ukraine and Poland look, depending on the outcome.