To be frank, the question isn't quite formulated correctly - because whether you should relocate doesn't really depend on salary alone. Yes, in Moscow, St. Petersburg, Yekaterinburg and Novosibirsk salaries are higher than the national average. But previous answers rightly pointed out the expenses - that's only half the story. The other half is that you won't have social connections there, friends, acquaintances who help you get through the higher cost of living, share an apartment with you, give advice and just offer support.
Plus, the situation varies across different industries. If you're a specialist in IT or finance - then yeah, the income difference between a major city and a small town can be substantial and actually offset the increased expenses. But if your specialty isn't in high demand in megacities or the market's already flooded with people competing for the same salary - relocating might not give you anything at all.
Before you start packing, do the math for real: how much will your income actually grow, what will housing cost (not just rent, but conditions too - would you want to live in a dorm with roommates or in a tiny room in a bedroom), food, transportation. And be honest with yourself - are you ready to leave what you have now. Sometimes it turns out that in a small town with a low salary but cheap living, you're better off than in a megacity with a high salary and astronomical expenses.