They were quite big, but used super thin paper and small font. There were books thicker still, but still the phrase "thick as a phone book" was used.
There were also Yellow Pages (same format as phone books, but entirely yellow) which listed businesess and stuff.
Pre-internet these were the household essentials.
There was also a number you could call to ask for phone numbers or other stuff. Basically a call in google.
Man rotary phones were the best! Such a joy to dial.