Kharkov speaks Russian because it is located rather close to Russia. Russian language belongs to the East Slavic sub-group of Slavic group of Indo-European language family. It is the language of the Russians and is a means of international communication of different nations which live in Russia. Also Russian is one of the six official languages of the United Nations.
Russian is not easy to learn, but possible. Everything depends on your desire, efforts and teachers. Moreover, Russian borrowed many words from European and other languages, so you will recognize many familiar words. Do not fear to learn numerous declensions, conjugations. The more practice – the more success. Here are some links to the language clubs with “Russian for foreigners” courses in Kharkov.