I'm apologies to Zenit21, but I also are very interested in this person.
Here are main dates and events of his interesting Russian period of life. A lot of private events and a lot of interesting information, but unknown for common people.
Reading all this, allways wonders of how he could become such an a great man.
Hope, that you found it very interesting.
This is first part, from his Born to 1905(Russian-Japanese War)
4 June 1867. Born in the family of the Swedish aristocrat, Baron Karl Rubert Mannerheim. Place of birth - estate Louhisaari.

In 1882-1886 studied at the Finnish Cadet Corps, but was expelled for misbehavior and misconduct. After graduating from a private school in Helsinki, passed the entrance examinations in Helsingfors University (1887).
In the Russian army was in 1887-1917, began with the rank of cornet and ended with an lieutenant general.
1887-1889 - Nikolayev's Cavalry School.
1889-1890 - served in the 15-Th Alexandria cavalry regiment, in Kalisz (Poland). Cavalry Regiment
1891 - January 20, entered the service in the Cavalry Regiment, which maintained strict discipline. Mannerheim lived on a salary, a very meager.
1892 - May 2, married Anastasia Arapova, daughter of Horse Guards, General Nikola Arapov, with a rich dowry. Now Gustav Turns thoroughbred horses, which are beginning to take the prizes at the races and competitions, often acts as a rider himself.
1893 - April 23, a daughter Anastasia born.
1894 - July, died in childbirth newborn son. Strongly experiencing this event.
1895 - March 24, Gustav acquainted with the 40-year-old Countess Elizabeth Shuvalova, with whom had later a novel.
July 1, Lieutenant Mannerheim received the first in his life of a Foreign Order - cavalry cross the Austrian Order of Franz Josef.
July 7, a daughter Sophia born.
1896 - 14 May, participated in the coronation of Nicholas II as a junior assistant. On May 16 the Kremlin Palace hosted a reception for the officers of the regiment, where Mannerheim had a long conversation with the Emperor.

1897 - September 14, an imperial decree Gustav moved in the Court of Konyushennaya leaving lists Cavalry Regiment, with a salary of 300 rubles, and two state apartments: in the capital and in Tsarskoe Selo.
1898 - from March 27 to April 10, Mannerheim was a member of the panel of judges Michael's arena, and then went on a long trip on horseback plants - complete with stables, horses were his main concern. In early June, Mannerheim meets Brusilov. In November, had a trip to Berlin, during the inspection of horses three-year old mare crushed Gustav patella.
1899 - in mid-January finally started to get out of bed and walk with crutches.
June 22, Mannerheim went along with the Countess Shuvalova treat a knee on mud resort Gapsal, where he received an order of rank the staff-captain.
August 12, staff-captain already in the capital with the affairs of a wide range: from a complete set of horses Konyushennaya to sell manure for the estate EIV Vasilchikova maid of honor.
1900 - January, spent much time at the range, where testing of new carriages for the royal family.
April 12, Gustav receives first Russian order - the Order of St. Anne 3rd degree. On May 24 head of the office Konyushennaya part, which worked, for the most part, wives of officers of the same Konyushennaya part. The whole year has passed in the family scandals as Gustav continued an affair with the Countess Shuvalova, and with the actress Vera Mikhailovna.
1901 - In early February Mannerheim abroad. Upon his return a lot of work, putting things in order in the pension stables, a horse hospital. Often visited the racetrack, not forgetting to visit and cereal other places.
In summer the couple Mannerheims acquires an estate in Courland and in early August the whole family go to Aprikken. There, located in the ancient house of Gustav continued his affairs. Wife in response enrolled in nursing and the community of St. George in early September, leaving the Far East.
In October, the Mannerheim elect a 80-m an active member of the Imperial Society trotting races on Semenovsky Square and a member of the judging committee.
1902 - The wife returned to St. Petersburg.
In mid-March Brusilov agrees with the transition of Mannerheim to his cavalry officer's school. In May Gustav acquainted with ballet star Tamara Karsavina, with whom Mannerheim later have maintained friendly relations. Another holiday Mannerheim held separately from the family in Finland.
December 20 he was given the rank of Captain.
1903 - His spouse sells the property, the money transferred to the Paris banks, says goodbye to fellow, and, taking their daughters and documents on Aprikken, left for France on the Cote d'Azur.
Baron is one on one with an officer's salary and with gambling debts.
1904 - January 15, Gustav celebrated New Year at the Winter Palace, with the Emperor at the ball.
January 27, Mannerheim presented at the ceremony of the official announcement of Nicholas II and the war with Japan. As part of the guard he did not go to the war, Mannerheim went on to serve in the capital.
Mannerheim suddenly decided to go to the war.
Saturday night October 9, 1904, Lieutenant Colonel of 52-Th Regiment Dragoons Nezhinsky Baron Mannerheim on express train went to Manchuria.....
To be continued ...
*some info are taken from Wikipedia.