Are you adding people as individuals or are you adding them only as spouses, parents or children of people who are already in the database? Each time you add someone as a detached individual you are creating a new family tree. If you then add their family members as detached individuals, you end up with the same person entered multiple times and no one connected to anyone else. PAF files are meant to be lineage-linked. i.e. Everyone (except for the very first person) is added as a relative of someone already in the database. e.g. Sarah Smith is entered into the PAF database only once, even if she appears in the database as a child, mother, grandmother, wife, daughter, etc. (She is probably entered as the child of Ebenezer Smith and Emmeline Wilson, but she might be entered as the wife of Solomon Jones or the mother of Richard Wilson Jones. It makes no difference in what position she is initially entered, as other people are linked to her and other family members, the other relationships are shown.)
If this is the problem, you need to link people together. In the Find Individual window, select someone and see the names of their spouse and parents. If these are not shown, select the individual and bring up the Family view, and double-click in the correct box to add their family members. (i.e. the spouse box to add a spouse, the children box to add a child, or the father, or mother box to add the father or mother.) Choose "Select Existing Individual" to link each family member that is already in the database.
Then do a Match&Merge to merge duplicate references to the same person.
FIRSTLY do a backup and give it today's date. Then you can proceed without any concerns. If you totally mess things up, you can always restore the backup to get back to where you are now. You have nothing to lose. Once you get things sorted out, make another backup, and give it a different name. Back-ups are the answer to most technical problems in PAF.