Is it faster to load several small files, or one big file? We have a 26GB file that we have to load into an empty table. I was curious, is it faster to load nine 3GB files or one 26GB file? Or is there no difference?
It's easier for the storage engine to load in smaller chunks. The reason is that a big data load fills up the InnoDB rollback segment, and that takes time to purge.

For this reason, tools like pt-fifo-split exist. This helps to process a huge file in modestly-sized pieces, without copying the pieces to disk.