Most people in Turkmenistan are Turkmens, both by citizenship and by ethnicity. There are Turkmen citizens who are not ethnic Turkmens, such as Uzbeks, Russians, Kazakhs, Tatars, Azeris, Armenians, Balochi, and Ukrainians
Note: The name "Turkmen" does not just apply to the "men". It is purely coincidence that the word "men" in English has the meaning that it does. For example, the word in Spanish is "Turcomano", not "Turcohombres". Turkmen is also the singular, with Turkmens being the proper plural.