I just exported my first wav file for mastering and it's 143 mb.  Is this normal?  I exported 24 bit with no dithering.  In my mix I had about 15 or so tracks active.  I'm just trying to make sure I"m not doing anything wrong.  After I export the wav file to bring it back up for mastering I just use the sonar Import function?  When I finish mastering the song and export to 16 bit and use dither, will this reduce the file size?  

Once you export to a wave file the size of the original project is irrelevant. Dithering is also irrelevant and adds nothing to the size of the file. The size of a wave file can be roughly calculated by (bits/sample x {2 channels for stereo} x samples/second x seconds of music)/ 8 bits/byte. A 16 bit file will be 16 bits/24 bits = 0.667 or 2/3 the size of the same file with 24 bit sample size. A rule of thumb for 16 bit 44.1K sps sound is that you need about 10.5 megabytes per minute of data. If your song is not very long, then listen to it to be sure you have not encoded a long period of silence at the end. Silence in digital audio requires just as much data (lots of zeroes) as sound.
 

Thanks so much slartabartfast!  How would you suggest I open up the project after I've saved it as a wav file?  

How long is the song?

The bit depth is 24bit but what is the resolution - 44.1kHz, 48kHz, higher?

These factors will affect the file size

As long as you saved your original project as a CWB or Normal file you should just be able to navigate to it under "Cakewalk Projects" and open it back up.  If, on the other hand, you only saved it as an exported WAV file just load that back into SONAR and look at the WAV form (or listen to it) to see if there is any silence at the end.  If there is just edit it off and export the file again.

Rhytenow
Thanks so much slartabartfast!  How would you suggest I open up the project after I've saved it as a wav file?  

Exporting a wav from your project does not affect the underlying project in any way.
 
Open it up as you normally would, unless you haven't saved it!
 
To listen to your export, do a File > Import

Thanks so much guys, this is very helpful!

Songs is 3 minutes long. 44.1 kHz

That seems high.
A typical 24 bit 3 min song is anywhere from 50 to 60 MB.
Sample rate higher ? that's a totally different story. Have you right clicked on the file to make sure it is 3 mins ?
It may have silent space at the end for another 6 mins.

Thanks Chuck.  I checked and there was a long amount of silence.  File is now about 53 mb.