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Also, add amenities to it to improve loyalty, and convert it to your religion.
If you're in a dark age you're gonna have a bad time of it too.
Cause i start the game with war by annexing a few city states and a civ or 2 every game. I dont get a second governor before then and even then im taking like 5 cities to pump settlers out of normally.
Second, you need to be more efficient and plan your attack so you conquer two or more cities in range of each other fast. One city alone will rebel fast, so you need at least two cities influencing one another to stop or considerably delay them from rebelling, then you keep conquering and eventually loyalty won't be an issue anymore.
Third, target large cities, with high population. Population=loyalty so the larger the city is, the more it influence itself and other cities in range. A large city will take longer to rebel and will give you more loyalty to any other city you conquer in range. Also try to take the capital fast since it exert more loyalty than normal cities. Be in mind though that when you capture a capital, it move to their second largest city, which will exert more loyalty the same way, so mind where their capital will move once you capture the original capital, consider how that will affect you.
So, basically conquering is about taking your enemy's sources of loyalty for yourself. Population=loyalty so each city you conquer is more loyalty to you and less to them. Above all, be efficient. Governors, amenities, some policies, religiion also helps, though population should be your main focus. Try to invest on growth on this cities asap, you want them to grow fast. You can also settle cities in range of a city you intend to conquer, to increase your loyalty there. The same logic applies to settling, btw, so if you want to settle a city in a tile that other civs are influencing, first settle other cities in range of that tile and invest on growth, to increase your loyalty there.
TLDR: Population=loyalty. Don't raze cities, target large cities and conquer faster.
Settle in a range of 9 tiles of the cities you gonna conquer before you conquer them or conquer at least two cities fast (attack one into you almost take it, then attack the other or attack both at the same time. Just be sure to synchronize their conquest, so it happens with only a few turns of difference or in the same turn). You can't conquer a single city far from your own and hope to keep it. The system is designed to prevent exactly that, you need to grow organically, always having one city in range of another. To settle or conquer far from your own territory, you gonna need to always do that with at least two cities influencing each other. You can't keep single cities unless they are truly isolated (an island out of range of other civs cities, for example)