|Russia is the light colored area. Kaliningrad|
is the little red spot next to Poland on the Baltic Sea
Or do we?
Can you point to Kaliningrad on a map? It's not where you think it is. It's not in Russia. Look to the west - you'll find it wedged in between Poland and Lithuania on the Baltic Seacoast. It's the only access Russia has to warm western seas. It's a key port for the Russian Navy, primarily servicing the Baltic Sea Fleet. It's incredibly vulnerable if hostilities were to heat up.
So what's the deal here, anyway? Well, for thousands of years of European history this seaport city and the surrounding region was called Königsberg, a part of East Prussia. In 1945, at the end of WWII, one of the determinations of the Potsdam Conference was to transfer "Königsberg and the area adjacent to it" to the Soviet Union. The next year it was renamed Kaliningrad and the remaining German population was expelled. In 1991, with the collapse of the Soviet Union, Poland, Lithuania and Belarussia became independent, isolating Kaliningrad as something geographers call an "exclave". Because it provides Russia with its only year round ice free western deep water port, there was never any possibility that Russia would give up its sovereign possession of the Kaliningrad Oblast.
Fast forward to today. Poland and Lithuania are members of the EU and NATO. Russia has invaded and annexed Crimea, and is fighting a ground war in Eastern Ukraine. Taking an increasingly belligerent tone, Putin's government is threatening to place theater nuclear missiles in Kaliningrad. But ultimately, it is the seaport's very vulnerability that makes it such a terrible risk. Russia has no ground access - everything must go by air or sea. At some point, if Putin does something particularly egregious, there will be a temptation within NATO to take some action against Kaliningrad. It's close, it's isolated, a blockade or even just a reduction in access, coupled with a military buildup on the border, and the Russian reaction becomes unpredictable.
It is a historical anomaly that places a critical piece of sovereign Russian territory in the midst of Europe - but that is just the kind of historical anomaly that has led, many decades later, to all sorts of unpleasant consequences.