Russia was barely progressing along into the 20th century. They were behind economically, industrially, and socially.
Then, while all of those troubles were ongoing, they ended up in WWI, so they were taking the little bit of prosperity that they had and sending it to help fight a war. The Russians weren't even doing that good a job of fighting, which enraged the people further.
People have a habit of blaming the person in charge for everything, so the Tsar got the anger.
