Before 1905, for many centuries, the Tsar had ruled by himself with no form of a representative government at hand. He was autocratic to the extreme and he saw nothing wrong in this. The people were kept uninformed of the changing outside world so that they could know no difference to total autocracy and could not complain.
However, eventually the peasants found out how oppressed they were, grew more and more intolerant, and decided to do something about their predicament. From the late 19th century (mainly in the ninety's, thanks to Witte) Russia began to catch up with the rest of the world industrially, and with the Industrial Revolution came even greater hardship for the peasants, some of whom were now workers.
Soon a huge petition was drawn up, and 135000 people signed it. It was to be presented to the Tsar, but for no apparent reason the Cossacks guarding the palace panicked and attacked the peaceful crowd. Many were killed or injured, and this event became known as Bloody Sunday. The workers were never the same afterwards.
A wave of strikes followed the massacre, and the people demanded reforms. The Tsar, seeing leadership slipping, offered these in the form of the October Manifesto. This was simply a list of changes, and included on it was the introduction of a representative government.
Russia possessed a government before the Manifesto, but it was not representative, that is, it was appointed by the Tsar and not elected by the people.
With this new government, the Tsar had divided the population into areas and held elections in these. Whoever won the election in each area got into parliament. There was no gerrymandering (the fiddling of electoral boundaries to the government's advantage) at this time.
The new parliament, or Duma as it was called, consisted of over 450 people. It was a fair representation of the Russian people, and consequently demanded a lot of changes. The Tsar, despite what was promised in the Manifesto, could not bear to be challenged by another source, and dismissed the Duma shortly after its formation.
The second Duma was even more "outrageous" than the first, this one containing Bolsheviks and Mensheviks (who had boycotted the first). It lasted for an even shorter length of time before being disbanded.
The third Duma was what the Tsar wanted - conservative and docile. He managed to get one like this because he had gerrymandered the boundaries - one vote of the landowners was equal to thirty peasants' and workers' votes. This angered the people, but they were powerless. This Duma lasted its full term of five years.
The fourth, and last, Duma, was as conservative as the the third. Fortunately, it did not quite see out its five year term, as it was cut short by the 1917 Revolution.