Putting it all together, to load Pyodide in your browser, you need to download:
The compiled Python interpreter as WebAssembly.
A packaged file system containing all the files the Python interpreter will need, most notably the Python standard library.
These files can be quite large: Python itself is 21MB, NumPy is 7MB, and so on. Fortunately, these packages only have to be downloaded once, after which they are stored in the browser's cache.