There are several things you can do to increase your gold.
1) Trade Routes - Build roads to connect your early cities so you can have trade routes between them.
2) Open Borders - This will let you have trade routes with other civs once your road networks connect and these routes will generate more gold then your current ones.
3) Religion - Found a religion and then spread it. Build a temple or wonder to generate a great prophet. Use that person to build a shrine in the holy city and then you get +1 gold for every city with that religion.
4) Techs - Certain techs let you have more trade routes or open up civic options to give your more trade routes. You start the gave with only 1 per city but can get a lot more.
5) Cottages - Build a few of these and then they will grow over time to provide a lot of gold in the end.
6) Civics - Don't take the high maintainence civic options unless you really need them.
7) Buildings - There are lots of building which increase gold output or lower maintainence expenses.