enormous file size from videos

I have a course that i'm building that is MAMMOTH.  
There are heaps of videos.  I've just looked at the file size and it is 6G.  So i need to reduce this obviously.  The videos are an intergral part of the course.  

They're hosted on Vimeo - shall I embed them? in the past when i've done this at the end of the video, rather than getting a blank screen, up comes our other videos that we host.  We don't want the learner to be distracted.  
Should I just reduce the resolution of the videos?

Thanks!

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