See title.
For the sake of a better answer, it would be nice if you could specify a time-frame. Being both a part of the Mediterranean culture as well as encompassing some of the moderately well-known oldest civilizations of the Tigris and Euphrates, the make of the people of Anatolia have undoubtedly changed significantly over time.
If you refer to the period before a mass arrival of the Turks, the literature you would want to read is mostly that of Byzantine scholarship. As an empire that underwent major population shifts as well as changing political alliances, it would be hard to outline all of those groups which were part of the empire. While the empire had people who were Greeks, Illyrians, Thracians, Isuarians, Psidians, Pontics and Armenians, it would be hard to categorize these people under one-title ethnic groups. Local variances in language, differences in how well some settlements were incorporated into the empire and the limitation of sources for all the groups we know of makes it difficult to pinpoint how these people of Anatolia would have reflected upon themselves ethnically and sometimes even religiously. In the case of the latter, the empire's adoption of the Christian faith indicates that Christianity would have been the dominant religion before the Turks and this is attested to by the number of Christian monuments built around Anatolia as well as the information we have of Anatolian dioceses. When control of the empire switched over to the Latins, cities like Antioch, which would have had Syrian, Armenian, and Anatolian populations were also migrated to by the Normans. In later periods, trade with the Venetians and the Genoese would most likely have seen some of their incorporation into the Empire.
Answering a question this broad is seriously difficult. If you are interested in the Turkish period, I can recommend Byzantium and the Turks in the Thirteenth Century by Dimitri Korobeinikov.
Possibly the most detailed way of answering your question might be to read sources of Saint's lives where an account of the peasant population of a city may appear. Otherwise, for something more general Liz James' A Companion to Byzantium is probably better.