You could consider it similar to the English "J" jealous /ˈdʒɛləs/ jabber /ˈdʒabə/

Its like: "Y" used on the word: "yesterday" llegar > "yegar" llamarse > "yamarse"

It is sort of when you say in english "she, shout, shower" For latin american spanish. in Spain they pronounce it more softly like jonathan said.

I don't know if that letter exists in the Russian lenguage but, another way of pronouncing it is like "i" (In Spanish) or "й" (in Russian)... For example: llegaron= iegaron. Regards

You can check it in www.wordreference.com, the most of words have an example of pronuntiation...