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You'll need to follow the instructions from the US Embassy in Mexico to apply for a US passport.
This includes completing a DS-11 application form and obtaining the required documents. These include your birth certificate and approved forms of ID ("multiple identity documents dating back from childhood to the current date," to prove you're the same person as your birth certificate). You may need to obtain an ID from the Mexican government first if you don't have ID acceptable for a passport application. You'll also need a US-sized passport photo, and you'll have to pay the fee.
You can call or email the State Department if you have any questions about the forms of ID you'll need.
Once you have all that, you can make an appointment at the consulate of your choice. You'll bring all your documents there, sign the form, and your US passport will be sent to you once all the paperwork is processed.