I wasn't aware that people said this. I can't recall that I've read any posts where anyone suggests that Edge is a little guy, though I suppose it's possible I have before and just don't remember it. In any case, it's a fairly ludicrous notion as he's billed at 6'5" and 240 pounds. Given his height and the general proportions of his skeletal structure, it's easy to see why some believe he doesn't weigh that much when you compare him to someone of similar body weight with thicker muscles. John Cena is billed at about 250 pounds and looks much heavier than Edge but, then again, he's a good 4 or 5 inches shorter than Edge, has a different skeletal build and almost certainly exercises with much heavier weights than Edge. A person's diet and exercise routine affects that as well and Edge has never been thickly muscled, he used to have more definition than he had the past few years of his career, but he was never huge or super ripped.
In the United States and Canada, the average man, factoring in all different racial ethnicities, stands between 5'8" and 5'9" with a weight of 180-185 pounds. On average, the tallest men in the world are of Scandinavian heritage with men from the Netherlands rating the tallest, averaging 6'0.5" in height. So no,, Edge isn't a "little guy" by the standards of any country or racial ethnicity in terms of height and weight.