I don't know about mapzen, never used their tools. But a common first way to use OSM data is to use osm2pgsql to import the data into PostgreSQL. Yes, on beefy hardware, it can take ~24 hours to import the whole OSM database file for the whole world.
One beauty of OSM is that lots of the software can, and does, work for region based extracts, and doesn't require the whole world. You can render tiles, do geocoding, or routing on a per country, or continent basis, depending on what you want. Mapzen provided "metroextract", but Geofabrik (my employer) provides continent/country/state extracts on https://download.geofabrik.de You can also cut out your own extracts with osmosis, or osmium-tool, based on the planet/continent/country/state region covering your area of interest.
One beauty of OSM is that lots of the software can, and does, work for region based extracts, and doesn't require the whole world. You can render tiles, do geocoding, or routing on a per country, or continent basis, depending on what you want. Mapzen provided "metroextract", but Geofabrik (my employer) provides continent/country/state extracts on https://download.geofabrik.de You can also cut out your own extracts with osmosis, or osmium-tool, based on the planet/continent/country/state region covering your area of interest.