Citizens come from the growth of your cities. You need surplus food to make your cities grow. When the surplus food box fills completely, one citizen is added to the city. When a settler is completed, one citizen is subtracted.
The other way to add citizens is to create the conditions for "We Love The Consul/President Day" celebration in a Republic or Democracy. Combined with surplus food this can lead to significant growth, as long as you maintain the celebration.
Choice of location for your first city is crucial to early growth, as well as quick technical progress toward getting out of Despotism, which restricts surplus food and trade benefits. Try to plant your first city on grass with one or more special terrains nearby. Rivers add extra trade, which can double your research rate.
You may be focusing on Wonder production too much and neglecting the creation of additional cities. Try to build a few settlers before starting on producing Wonders, and settle those settlers instead of using them to improve the terrain around your original city (unless you are playing One City Challenge). Keep them close to your capital city, as early on corruption and waste increase drastically the further you are from your capital.