Error export: "load average on the server is too high at the moment"

• No, you are not doing anything wrong. The osm.org server only does exports when it has free capacity to do so (we only have few resources, donations!). You may use a different service do create a output (see stephan75's answer).
• Concerning retrying on osm.org's servers:
  • Except than in the very busiest periods you should be able to do exports. I twice tried to export a whole small city to pdf (server load is at 170 - quite a busy time): works. The server load number is no direct limit any more (details, see there), but you may use it to to spot not-that-busy periods in case it does not work at a specific point in time.
  • Old: For server load on different daytimes, see this entry here: rush-hour-on-osm-servers (that is about the tile server, but I am pretty sure that the load graph looks similar for the pdf export function). According to this older answer (May 2011; server-too-busy-to-export-a-map/1280) the pdf (and other formats) export is disabled if the load (graph) is over 25. And according to this old answer yevaud is the server which does serve exports (and the tiles according to the status page and server overview).
  • → In short: try again between about 23:00 and 5:00 UTC - that was the most quiet time yesterday.

This may depend on the size of the area you want to have as a PDF output.

The export tab on osm.org is the one that is very easy to use, but it has limited capacities.

So if you are willing to learn something about getting OSM based maps in other or similar formats, read the OSM wiki about OSM on paper, SVG, Rendering, Maperitive etc.

There are also many hints about this topic on this FAQ site, try the search feature.