When the shower is operated, the spray pattern quickly warms a large area of air. Hot air as we know rises causing an updraft in the shower area. Consequently air will be drawn in at low level which can cause the curtain to be drawn in.
Mine used to do that too, what a pain having the curtain stick to you. And it is worse when the bathroom is colder because the diff in temp is greater inside vs outside. I sorted mine out by weighting the bottom with decorative table cloth weights. You could also try those sucker cup things but the best long term solution is to add a shower panel
There are many ways to make the curtain pull into tub and any of them can be used as well. Weighted curtains can be used as a solution or if the tub is cast iron magnets can be used as well. Raising the shower curtain just a couple of inches below the edge of the tub are also beneficial. Buying plastic liner having weights in the bottom edge can be considered as well.
A good quality, well weighted shower curtain will not be dragged in by the shower draw. The thread count in a shower curtain can be a good sign of quality, a high thread count should stop 'misting' come through the material if you have a power shower. Or, you could install a glass shower screen, or is that sort of talk frowned upon?
Anticipating this problem with my bath's shower curtain, I tried mounting the curtain's rail directly above the outermost side edge of the tub. The curtain is light and has no edge weights, yet remains snug against the bath wall during showering.