I have a new site and I am trying to increase the traffic. Where should I start, does all the traffic come from SEO or is it through links and advertising? or is there something else I am missing here?
It all depends what kind of site you have (commercial or hobby, general or specialised, local or national or world) and, from that, who is your target audience. There is no single answer. Do not rely on search engines alone. A lot of visits can come from sources other than search engine referrals: advertising, link exchanges, mentions in the press, word of mouth.
But first you have to think carefully about who you are trying to reach.