Stewardship matters, and the collect taxes mission helps.

Understand how your tax income works first. Click on a county you control, and mouseover the coins to look at your "total county tax". Notice you get 100% tax revenues from your capital holding, 0-45% from holdings controlled by burghers, and 0-55% from holdings controlled by priests.

Now go to a country run by one of your vassals. Realize that taxes work the same for your vassal as they do for you, he only gets a fraction of the money from vassals that work underneath him. If you're running small feudal taxes and the city is getting charged min taxes, he's only going to see 15% of those city taxes, and your cut is only 1.5%. THEN realize if somebody is unhappy, they're going to withhold even part of that 1.5%, say you only end up getting 1%. Than remember you get 100% taxes from some of your holdings and realize how pointless those taxes are.

Basically what you're going to find is that the capital holding castles in the countries you personally own make you the most money, than the cities run by vassals in the countries you control, and then the countries the vassals actually control completely.

So first - fuck the cities - build castle towns in the castle capital holdings (don't build new castles), THEN build shit in the cities in the counties you control. Additionally, vassal holdings really make you a shitton less than whats in your demesne, so if your goal is money and your demesne is full - don't worry too much about expanding more until you can get your infrastructure built up, your vassals happy, and your taxes high.

Second, if your goal is to make money, realize that raising those levies for a year or two is just as much as investment as a new building. Go to your military tab, hit raise all levies, and look at how much that shit costs per month, it's crazy. Don't raise your entire 30,000 strong army to win one county you will immediately vassalize with small feudal taxes. Waging giant wars with huge empires to win marginal gains is as bad as an idea as it is in real life. Press multiple claims at once if possible, raise just enough levies to whack the enemy army in a huge battle, disband as many as your demesne levies as you can afterwards, and get the levies from vassals that like you to finish off the job of seiging. Think of war as an investment, not an end in itself, it's often a shit investment.

Third - check vassal relations under the vassals tab in your portraits. Unhappy vassals give you less taxes, to the extent I often lower taxes when a new ruler comes in and the end result is MORE , reagennomics works in CKII. Happy vassals are fuckin freeloaders that need to be taxed more. Giving vassals honorary titles, despite costing money, also often increases how much money you bring in. Long term planning is generally required to cleanse your empire of envious ambitious upstarts within your empire and conquered territories. A happy, heavily taxed empire as I've said before is an empire that needs to expand to show the uncultured swine of the world how to do things.

Stop being tribal.