Can we verify a few things?
What are your WordPress permalinks set to?
They should be Post Name (%postname%) That setting is here: example.com/wp-admin/options-permalink.php
This will add to your .htaccess file the following:
# BEGIN WordPress
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /
RewriteRule ^index\.php$ - [L]
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /index.php [L]
</IfModule>
# END WordPress
Now can you go to example.com/wp-admin/admin.php?page=CiviCRM&q=civicrm/admin/setting/uf&reset=1
This is the menu option Adminsiter -> System Settings -> CMS Database Integration.
You should see 'civicrm' in the WordPress Base Page setting. If not, add it there.
Confirm that there is a WordPress page titled 'CiviCRM' in the list of WordPress Pages: example.com/wp-admin/edit.php?post_type=page
This page should have a permalink of example.com/civicrm
Once all these settings are in place, you should be good.