You can do it either way. There are too many variables to give you a simple answer.
What can cause me problems? And if I divide it how can I male just one interactive pdf from all the documents?
I forgot to mention that it will be a aprox. 400 pages.
The best way to work with really long doc in ID is to work with the book function.
It's very dangerous to make one long document. If it crashes the hole file is damaged. See more this tutorial: Designing a Book | Lynda.com
A 400 page interactive PDF – what interactions are you hoping to include?
Link to pages, maybe some link to videos.
I typeset long documents; some of our books are 800 to 900+ pages. We do break up the InDesign files by chapter, although we'll encounter the occasional 100-page section.
It is largely dependent on what content you're including. We place several hundred high-resolution pieces of CMYK art in many of our titles. It's not practical to have an unwieldy, 400-page document with that many figures in it. We've upgraded our hardware, but this will still lead to degraded performance -- especially if you toggle between High-Resolution and Typical display like we do.
If your project is going to be distributed electronically, it would probably be wise to optimize all of the art first rather than after the fact. If you export sections at a time, you can use Acrobat to merge the files into a single PDF, then use Preflight to optimize the file.