Russian Mountains are basically giant, nearly five-stories-tall slides built from the most rudimentary materials possible -- even the "sleighs" were made entirely out of ice. This is the sort of ingenious yet utterly unlikely contraption you'd expect to find in an episode of The Flintstones. Riders would climb up the long, rickety staircase and fling themselves down on frozen toboggans, which often came complete with a purposefully placed bump at the end just to jar your groin a bit more.
Ultimate Roller Coaster
That is, assuming your groin wasn't still attached to the ice at the top of the slide.
As for safety measures, they consisted of a rope fastened to the sleigh for you to hold on to as you careened down the track at what was typically a 50-degree angle and the period's most technologically advanced stopping mechanism:
The greatest achievement in 17th-century engineering.