One would think a Tsaritsa would have it easy. In a real way, her predecessor Maria Feodorovna did. But Alexandra was from Hesse in Germany when Slavic nationalism was running strong. This heped make a German Tsaritsa unwelcome. The Russiam aristocracy did not welcome her and her arrival on the heels of the death of Tsar Alexander III caused people to say, "She comes to us behind a coffin." In addition several thousand peasants died in an incident at the coronation celebrations. On top of it all, Alexandra did not get on well with her mother-in-law, Dowager Empress Maria Feodorovna.
The Russo-Japanese War was a fiasco for Russia, forcing the first steps toward constitutional monarchy that Nicholas II did not accept. Then came World War I where Alexandra's German roots caused more ill-will and helped promote conspiracy theories about the Romanovs working to defeat Russia. Nicholas was at Army headquarters overseeing a military fiasco while Alexandra stayed behind and did no better governing Russia. Kaiser Wilhelm sent a member of the Ulyanov family, Vladimir Illyich, to Russia to take Russia out of the war. Tsar Alexander III had a member of the Ulyanov family, Alexander Illyich Ulyanov, hung for an assassination attempt. Vladimir Illyich Ulyanov, "Lenin," took Russia out of the war as the Kaiser had hoped and also reciprocated for the Ulyanov family's tragedy by having the Tsar, Tsaritsa, and all of their children shot.
Alexandra Feodorovna's Wikipedia article is here.