Importing data from mysql is very easy. I recommend that you use the Cloudera hadoop distribution, which includes a program called "sqoop", which provides a very simple interface for importing data directly from mysql (other databases are supported). Sqoop can be used with mysqldump or a regular mysql query (select * ...). With this tool, there is no need to manually split tables into files. But for hadoop, it is much better to have one large file.
Useful Links:
Sqoop User Guide
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