You obtain a passport from your government. You’ll probably have to pay a fee and wait for some time (which may be weeks, so you should do this well in advance). They’ll probably want some sort of ID.
A visa is basically a permission to fly somewhere you usually couldn’t go. So for instance an American can fly to the UK without one by just having a passport and buying a flight, because there’s an agreement between the US and the UK. But if you want to go to Russia, then they won’t let you in as it is. You need to go to the Russian embassy in your region, explain to them why you want to go there, provide documentation (typically some personal info, information about your background, travel plans) and prove your ties to your home country.
There are multiple kinds of visa. You probably want a nonmigrant one, meaning you want to come there for a short time and then leave. There are other visas for bringing your foreign spouse in to your country, or staying permanently to work. A nonmigrant visa doesn’t authorize you to work.
Some countries are worried that you might not leave. So they ask you to prove you have reasons to return, such as: not being too poor, having a job, having a house, being a student, etc. They’ll also ask questions about what your plans are, whether you’ve been committed of any crimes, and so on. You may be interviewed in person. A visa lasts for a limited time (a year or so, you can get long term ones if you fly a lot) and grants entry for a limited time too, like say 3 months.
The visa goes in your passport. It’s printed into one of its pages. It can take a long time, also weeks.
[Here’s an example of what the US asks for people wishing to travel to the US](https://travel.state.gov/content/dam/visas/PDF-other/DS-160-Example_07292019.pdf). Yes, it’s quite thorough, and they ask pretty interesting questions, like if you intent to commit terroristic acts.
So with that out of the way, you buy your plane ticket, probably enter the passport and visa number (if needed) on some form, and fly.
Once you land you’ll go through passport control. You may have your fingerprints taken, your passport will be looked at, and you may be interviewed by border control. They’ll put a stamp on one of your passport’s pages. After that, you go in.
It’s a very bad idea to lie or to overstay your visa. Any funny business can get you into a lot of trouble, and will likely ban you from entering the same country again.
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