Ulan-Ude (Улан-Уд) is the city where the trans-Mongolian route of the transsiberian Train goes off the main route. Else, it's main sight is probably the big Lenin head statue, the biggest one in whole Russia.
Ulan-Ude is the capital of Buryatia. Buryats are people close to Mongolians, which one can easily see as many people look very different from most other russians.
We didn't do much there, except staying a night in a hostel and then leaving with a bus to Mongolia. So there is not much more to say about it.