I have this doubt. Is it better to create cities focused on a type of district, turning it into a mega city in a type of resource, or go creating districts as demand? I feel that making a city that has "everything" makes it not good at anything, but I'm not sure about that.

Every city needs food and production and stability.  Money, Science, Influence you can specialize in.

If you're asking about what type of districts to build, then it's going to be heavily dependent on your situation - this means the environment around your city (what FIMS it's heavy on), your culture (and future cultures) and whatever you seem to be lacking.

Generally speaking, my priority is this:

1) Emblematic quarters. Part of the reason you pick a culture is for its EQ. And you only have a limited time to build it, so build it as soon as you can - though you may want to build other districts to set up a powerful spot for it

2) Production districts - the virtuous spiral. The more of these, the more you can build. You can never have too many (other than being bored)

3) Food if necessary. Usually I want a healthy surplus of food so the population keeps growing.

4) Market/Science/Commons - I rarely build unless I'm absolutely behind on gold (need money to upgrade units) or science (need to get better units) OR my culture makes some powerful bonus with them. Usually though, my culture picks will give me enough of these through the EQ.

If you are asking about what layout of the districts - I'm not good at this, so someone else can answer.

The best tip i can give you is to make sure at least half of your districts are Makers Quarters and then you just build based on what you have in the territories, aka if you have strategic resources you should build towards them to have science quarters, also there are some tiles that produces science as well. If you are planning do go to war and have a army, you can build market quarters towards luxury resources etc.
Another thing i highly suggest is to think a lot about outpost placement, as in before placing your outposts where and how you will build your districts. Sometimes placing the outpost on a slightly worse location is worth it if you can get some really good districts, since early districts are cheap.