How is a sine wave created by an oscillator?
The idea behind such oscillators is pretty simple - make the positive feedback (that causes the oscillator to oscillate) different for the different frequencies. So, if you can make the positive feedback to be >1 only for one exact frequency, then the oscillator will be able to oscillate only on this frequency and this way the output signal will be sinusoidal function (because any other form of the signal is a mix of several sinusoidal signals with different frequencies).

Mentioned Wien bridge, is actually band pass filter that will mostly pass one frequency and will attenuate all other frequencies. Note, that the gain of the amplifier used is very important here - if the gain is too high, even the suppressed frequencies will give a total gain >1 and the oscillator will generate some complex signal, containing several sinusoidal harmonics.

That is why the typical circuit of such generator contains automatic gain regulator that to keep the gain as lower as possible (but more than 1 for the needed frequency). In the most simple schematics, this system consists of single light bulb, that changes its resistance, dependent of the current through it.