You'll want to browse the collections at Stalin's Bunker Museum, The Kremlin in Izmailovo, and Izmaylovo Estate. While you're exploring, swing by Catherine's Palace, Kuskovo Estate, and Arch of the Main Entrance of VDNH to learn a bit about the area. You can watch performances at Gogol-Centre Theatre, Na Pokrovke theater, and Moscow Sovremennik Theatre if you're interested in local theater.