An important point to consider is the horrific losses suffered by the Russian populace in World War One. Russian soldiers were sent to the front without weapons; they were rather told to pick up the weapons of fallen comrades and continue fighting. When the war did not go well for Russia, Nicholas II, in a supreme act of stupidity went to the front himself in an attempt to "inspire" the troops. He planned to take command even though he had no military experience whatsoever. One should also consider the influence of Grigory Rasputin who convinced Nicholas to revoke the reforms he had granted in the November Manifesto.
With the collapse of the Romanov dynasty, Russia virtually withdrew from the war. Under the treaty of Brest-Litovsk, Russia surrendered huge amounts of territory to Russia. More importantly, the Germans were freed from fighting a two-front war, and could concentrate all their efforts on the French front. This was a dark day for the Allies.
It happened because the Russian monarchy was the most brutal and oppressive in Europe at that time and because Russia was so "backwards" compared to other European countries.
People in Russia did not have the sort of quality of life (in either material goods or in things like political rights) that just about everyone else in Europe had. Because they were so oppressed, revolution was much more likely there than it was anywhere else.