How do I determine what spells are in my spellbook when creating a character? Do I simply have a spellbook with all Pathfinder spells? Or if I'm creating a level 6 wizard, do I start knowing all level 6 spells, and then have to learn the rest as I play the game?
Your spellbook starts with all 0-level spells (unless some are restricted by your school), and 3 + 1 per point of Intelligence modifier 1st level spells as chosen by yourself.
At each level you then choose two new spells from any level of spell which you can cast based on your new character level to put in your spellbook - eg. a wizard progressing to level 5 would choose 2 spells of 3rd level or lower.
The rules for spells known at character creation and per level are on page 79 of the core rulebook under the Spellbooks section, or here in the Pathfinder Reference Document.
The rules for which spell levels you can cast based on character level are in table 3-16 on page 80 of the core rulebook, or here in the Pathfinder Reference Document.