Learn Russian: Это большая бутылка.

Normally, feminine nouns ending in -а change to -ы in the plural. But because of a very important Russian spelling rule, you can never write ы after the letter к (or г, х, ж, ч, ш, щ). Instead, you use и. So, "bottles" is бутылки.

If I want to say "These are big bottles", does the word Это change to plural too?

No! When using это to mean "This is" or "These are" to introduce things, it acts as a fixed pointer and never changes form. "These are big bottles" would be Это большие бутылки.

Why is the adjective большая used here instead of the dictionary form большой?

In Russian, adjectives must match the gender of the noun they describe. Бутылка is a feminine noun because it ends in -а, so the masculine dictionary form большой changes to its feminine form, большая.

I learned that the feminine word for "this" is эта. Why do we use это with a feminine noun here?

When introducing something with "This is...", you always use the default neutral word это, regardless of the noun's gender. You would only use the feminine эта if you were pointing out a specific bottle, as in Эта бутылка большая (This bottle is big).