When indexing your site, search engines will place limits on the maximum size of a page before they attempt to examine it. If your page is too big, it will not be indexed. There is also a high change that it will be considered to be link-spam (having too many links) or take too long to load (and penalised for being unreliable).
If you have a large page on your site, you should seperate it out into sub-pages.
SEO & Checking Your Page Size - searchenginejournal.com