If you are down to one member in your family, you must take immediate action to remedy this dangerous situation. First, remember what happens if all the members of your family die. Your player position will go inactive and you will be out of that game. You will have to reenter and get a new character, just as you did when entering the game for the first time.
But we are not going to consider the above as an option. What we want for you is a spouse.
First, depending on how old you are, marry a virile young spouse. Men/women from large families tend to be good predictors of high fertility. So your first chore - and everything else can wait- find a spouse. Leave messages in the game and any message areas stating that you are seeking a spouse. A simple announcement will not do. You have to offer other players a reason to link your two families by marriage. So offer something. If you're marrying a daughter off, it was customary to offer a dowry, cash or a fief would do, depending on how well off your family is. At the very least, there would now be a political connection between the two families.
However, many players ignore the dowry and political connection details, preferring to make marriage arrangements all by themselves. Since there are 200 noble families in the that are permanently inactive, and these contain many daughters, many players go after these. Thus you will need to visit other fiefs to find a spouse among these inactive families.
When you find an appropriate mate you can marry them and thus have a second person in your family. Then spend the rest of the time making pregnancy attempts until the wife is with child. You cannot switch PC's while the woman is pregnant, so you will need to wait until the baby is born before you can switch, if your PC was the female.
Another option is, if you are a female, to seduce males in order to get your PC pregnant. You may also choose to have a male PC come to seduce you and get you pregnant. Please note that only NPCs that are FAMILY can impregnate, commoner NPCs are infertile for game purposes.
That is the way to get your family started. Another possibility you need to consider is that you may, if you are a female, be too old to have children, or you may be sterile. If this is the case and it is hard to tell which spouse is infertile, if you chose a potential fertile male and then the wife dies, the male can the go and find a fertile woman and then things start to happen from there.
For example, one Herald had three members in his family when he started. The player character was sterile, his wife was out of birth range (over 40) and his son was single. The player then married his son to a woman that was not very fertile and managed only one son from that couple. But after less than a decade the player had five family members. Then his wife died and the player married a potentially fertile woman who was very young. Then when the players character died, he chose her as heir and married a fertile male and proceeded to build the family up to some thirty members, not including the 10 or so that died in the meantime. So it is possible to build a large family - it just takes careful planning, a little luck and a lot of hard work at finding the right spouses.
Note that you cannot choose a captive as your heir.