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I'm following Penguin's Russian Course and it doesn't make it clear.

It says words ending with и, а , о the last letter is substituted by e and that in words ending with a consonant we add e.

It also gives the rule to words ending with ь (substituted by e if masculine or и if feminine), but what about the other endings, like я?

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If a word ends in -ия, in the prepositional the ending is -ии. This is also applied to proper names on -ия. If the word's ending is -я, then it is usually replaced by the ending -е

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I've often presented it like this: nouns in -ий, -ия, and -ие all have -ии in the prepositional: кафетерий > в кафетерии, Россия > в России, здание > в здании. So this group is a little different from other nouns in the prepositional singular.

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what about the other endings, like я?

We have several types of declension of nouns and some nouns are not declined. Nouns which end with -я belong to the first declension. They include feminine gender nouns like земля, статья, экскурсия, masculine gender nouns (дядя, Ваня), common gender nouns (соня)

They have the following forms*:

земля, земли, земле,землю, землёй (землёю), земле

семья, семьи, семье, семью, семьёй (семьёю), семье.

*Forms shown above for the words земля (earth) and семья (family) are singular case declensions of the following (and in this order):

nominative - genitive - dative - accusative - instrumental - prepositional

But nouns ending with -ия have -ии in the dative and prepositional :

России, Марии, Софии, экскурсии.

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We have different types of declensions. School course says that we have 3 types. However, the things are more complicated. Andrey Zaliznyak had developed his own classification for Russian declensions. For example, Russian Wiktionary uses a slightly modified version of his classification. So, according to this classification, the word Россия is a type 7a declension. And that said it is declined accordingly.

Further sources:

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    Can you add a link to this classification? – Eugene Nov 23 '16 at 7:25
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    4 years later, but I did that :D – Denis V Nov 20 at 8:25

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