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The limit on this is affected by you & your wifes stewardship skills, centralisation law, how high your main title is and such so long term you can work to improve it but unless you can increase it right now my advice is simple: give away a holding to someone else ASAP.
Not only do you get all the penalties mentionned in the tool-tip it is also bad for your ruler's health, he's much more likely to become stressed for example.
Just one thing: try to keep all of homelands in your own hands, give away outter lands. Like, if you own Denmark, conquered Ireland and got "demense is too big", give away lands in Denmark OR Ireland, not few counties here and few counties there. If you own a duchy, try to keep all counties in duchy under yourself. Not under your family, but under current ruler.
Its not just about greed or cute mapping, or other things. You just prevent bad guys from affecting your game, like some powerful vassal who lands in your homeland and want it. Its natural for them to climb higher... right on your place. With good Stewardship and waifu you can hold small kingdom under yourself, making total control on it, like making elective monarchy where you're only elector.
I like Denmark (12 counties, vikings) and Ireland (13 counties, funny names for GB). Scotland have one of strongest retunies for now, but its 17 counties, and its nearly impossible to hold all of its counties in one hand through generations. 10-13 counties is okay, with waifu's help.
So, raise demense limits, settle in one place which you will call homelands and throw away everyone from those. Then settle your vassals around. Only exceptions are sweet pieces of profit, if you can hold them (like Rome or Constantinople), or sacred counties like Jerusalem (if you own Holy Site, you can turn into any of its religions; by owning Jerusalem you can switch between Jews, Christian and Muslim religions, there's about 7 of those to choose; you need to OWN Holy Site for it, by yourself, not pass it to one of vassals)
OK assuming you are Feudal, if you have anything that is "wrong holding type" or an extra castle in a county, right click on the holding picture and raise up a new vassal.
If, after you've dealt with any like that you are still over your demense limit, you want to find trust-worthy types to give the county capital holdings to. Near the bottom right hand corner of the screen you will see a button called "character finder." You can use this to find the right people to give the important stuff to, customise to search your realm then save that as a template to save mucking about later.
Ideally, you want a member of your dynasty who is not already a ruler, doesn't have a claim on anything else of your's, is Just, Honest or Kind and is NOT any of Envious/Ambitious/Deceitful, has claims on other countries stuff, great stats, nice hair, etc ^^
GL finding anyone that ticks all those boxes but after you've found the best guy out of the various nightmares available, right click on their portrait and select "give landed title" choose right one and you are sorted.