When presented with a problem, you have to find a solution. Sometimes it is straightforward. You walk up to a store, the door says "push", you push and get in. Other times it is a little trickier - there is no sign, but you can observe the people coming and going and note which way the door is flapping and apply the observations to get in. Still other times it is trickier still - there are no signs and no people - and maybe three different doors. Which one do you pick, and do you push it or pull it? Do you enter quickly and recklessly - or carefully pausing to close the door as silently as possible?
The tricky problems are usually the ones requiring cultural knowledge. The locals and the insiders have the knowledge, you don't. Feeling like an outsider sucks; besides it costs money. The locals know all the tricks: where to make a short cut, where to park for free, where to buy discounted rail passes.
When you are a cultural outsider in a new country or a city as large and complex as Moscow (where you don't visit for two years and it changes enough to be confusing), you are constantly presented with these tricky cultural choices. And unless you stay for a while, you only get a single trial on solving each one of them correctly.
That means you will make mistakes and make inefficient choices. You will open the wrong door, take the long way around, and buy expensive tickets. It will cost more than it would cost a local. You might even get into some embarrassing situations. But you just have to let go. Enjoy the few that you get right, and don't judge yourself for the ones you don't. Enjoy the new ride and ignore the bumps. One day you will be experienced enough to get almost everything right on a single attempt, and composed enough to meet the few occasional failures with a smile.