How can I download the map of Iceland. I’m very new on OSM.
Depends on which format you need. If you just need the “raw” OSM data, try this:
I would like to have a detailed map. When I select Iceland to export XML data, the region seems to be too big.
Do you want to have a printed map?
If yes, have a look at the OSM wiki about http://wiki.openstreetmap.org/wiki/OSM_on_Paper
If you need it for other purposes, search the OSM wiki and this FAQ site on your own … search for the right keywords.