On http://openstreetmapdata.com/, you can download pre-processed land polygons, water polygons and coastlines. They are derived from the OSM data and updated daily.

Land or water polygons are especially interesting in your case, as you won't have to manually close the coastline.

On https://osmdata.openstreetmap.de/, you can download pre-processed land polygons, water polygons and coastlines. They are derived from the OSM data and updated daily.

Land or water polygons are especially interesting in your case, as you won't have to manually close the coastline.