Most of the countries require foreign visitors to apply for some type of online or offline visa or travel authorization before entering the country. If you plan to visit Kaliningrad region, you can apply for Kaliningrad visa allowing you to stay for maximum of 8 days. It doesn't allow to work or study, only to travel as a tourist or for business meeting. Also, to visit other regions, you have to apply for another visa.
Please note that every government reserves the right to deny the entry into the country despite having approved visa. Each traveler will be processed individually upon their arrival by the immigration officer at the airport, port or border. However, this occurs mostly due to the fact the person poses a threat to security or national interests.