I like to print my drafts with big fonts and small margins (i do this in memoir style in a single chapter), but the
\include comand creates a page break. Is there a way to avoid this and have section after section continuously?
It seems that you have your sections in extra files. First of all, this is not required by (La)TeX, you can have it all in one file if you want. (I imagine some people just get this taught from a template).
\include command adds the page break by design and is intended for chapters which will start a new page anyway. The page break is required to make
\includeonly work properly, e.g. insert the correct page numbers after any skipped chapter. If you simply want to insert your external files use the
\input macro instead. It does not add a line break. See When should I use \input vs. \include? for a description of the differences between these two macros.
However, if you want to still use
\includeonly you are in trouble. In this case, see the question Include without pagebreak and its proposed solutions.