Мой друг прилетел в Москву вчера утром.

Because друг is a masculine singular noun, and the possessive мой has to agree with it.

• masculine: мой
• feminine: моя
• neuter: моё
• plural: мои

So:

• мой друг = my male friend
• моя подруга = my female friend

Because друг is the subject of the sentence, so it is in the nominative case, which is the dictionary form.

In this sentence, мой друг is the person who performed the action, so nominative is exactly what you expect.

Прилетел means arrived by flying or flew in.

It comes from the verb прилететь, which is built from:

• лететь = to fly
• prefix при- = arrival, coming to a destination

So прилетел в Москву is not just flew in a general sense. It specifically means he arrived in Moscow by plane / by air.

Because the sentence focuses on the completed arrival, not the process of flying.

• летел = was flying / flew, with attention on the journey itself
• прилетел = arrived by flying, with attention on reaching the destination

So:

• Мой друг летел в Москву could mean My friend was flying to Moscow
• Мой друг прилетел в Москву means My friend arrived in Moscow

This is a very common aspect/prefix distinction in Russian.

In the past tense, Russian verbs agree with the subject in gender and number.

Since друг is masculine singular, the verb is masculine singular too:

• masculine: прилетел
• feminine: прилетела
• neuter: прилетело
• plural: прилетели

So if the subject were female, you would say:

• Моя подруга прилетела в Москву вчера утром.

Because Russian uses different cases depending on whether you mean movement to a place or location in a place.

• в + accusative = motion into / to
• в + prepositional = being in

So:

• в Москву = to Moscow
• в Москве = in Moscow

Since your friend arrived to Moscow, Russian uses в Москву.

Because after в with motion, the noun goes into the accusative case.

Москва is a feminine noun ending in -а, and many feminine nouns change like this in the accusative singular:

• Москва → Москву
• Россия → Россию
• школа → школу

So the ending changes because the noun is the destination of movement.

Because Russian does not have articles like a or the.

Russian usually leaves definiteness to context. So мой друг can naturally mean my friend, and English supplies the/a idea depending on the situation.

That is why the Russian sentence sounds complete even without an article.

Because Russian often expresses time with adverbs or with case forms used adverbially.

Here:

• вчера = yesterday
• утром = in the morning

Утром is the instrumental case of утро, but in this kind of expression it functions like an adverb: in the morning.

So вчера утром means yesterday morning.

Other similar examples:

• сегодня утром = this morning
• вечером = in the evening
• ночью = at night

Yes. Russian word order is more flexible than English word order.

The neutral order here is:

• Мой друг прилетел в Москву вчера утром.

But you could also hear:

• Вчера утром мой друг прилетел в Москву.
• В Москву мой друг прилетел вчера утром.

These versions are all grammatical, but they change the focus or emphasis.

For example:

• Вчера утром first emphasizes the time
• В Москву first emphasizes the destination

English usually relies more on word order; Russian often uses case endings plus intonation to show what is happening.

In standard usage, друг is grammatically masculine and usually refers to a male friend.

For a female friend, Russian normally uses:

• подруга = female friend

So:

• мой друг = my male friend
• моя подруга = my female friend

In English, friend does not show gender, but Russian often does.

It would be:

• Моя подруга прилетела в Москву вчера утром.

Notice the agreement changes:

• мой → моя
• друг → подруга
• прилетел → прилетела

That is a good example of how Russian shows gender in both nouns and past-tense verbs.

The main stresses are:

• мой друг прилете́л в Москву́ вчера́ у́тром

Especially important ones to remember:

• прилете́л
• Москву́
• вчера́
• у́тром

Stress matters in Russian, so it is worth learning words together with their stressed syllables.