It is the 33rd and last letter of the Russian alphabet. In Russian language, the word "Я" is the personal pronoun "I". A popular saying based on this fact, "Ya is the last letter in the alphabet", is used to teach children modesty and humility. Interestingly, in Early Cyrillic alphabet the name "Az" of the first letter("A") stood for "I".
The Cyrillic letters Я and И are used in faux Cyrillic typography.
History
A iotified
Ya is actually a hybrid of two historic letters. One is A iotified (IA), a ligature of І and А, similar to letters Yu (Ю) or Iotified E (Ѥ). The other is Little Yus (Ѧ). Over time, phonetic distinction between IA and Ѧ was lost, and when Peter I introduced his "civil script" in 1708, the single letter Ya (Я) substituted for both. So, Я is a late addition to the Cyrillic alphabet. It does not exist in the Glagolitic, Greek or Latin alphabets, it has no numerical value and no name other than "Ya".
That the sound represented by yat developed late in the history of Common Slavonic is indicated by its role in the second palatalization of the Slavonic velars.
It is significant that from the earliest texts, there is considerable confusion between the yat and the Cyrilliciotified a (ıа).
One explanation is that the dialect of Thessaloniki, on which the Old Church Slavonic literary language was based, and other South Slavonic dialects shifted from /æ:/ to /ja/ independent from the Northern and Western branches.
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