Handling (very) large XML files can be cumbersome. For this reason I created a very simple app to export your health data into CSV.
It is also completely free and has the same focus on privacy.
The Apple's documentation about exporting and sharing your health data is very short. Sometimes these actions are not obvious. A more useful description is the step-by-step guide compiled by OSXDaily.
Please extract the "export.zip" you exported from the Health app. Inside you find the "export.xml" file. Use this XML file for the Apple Health Converter on this page. Note that the XML file can be very large (e.g. > 100MB). But, as the conversion is performed locally in your browser this will be fast as no data upload is needed.
In case you run into issues with large XML files on your browser, consider using the app.
Most systems will open csv files directly in Excel. If this does not work, the easiest way is to open Excel and then use the file open dialog to manually select the csv file. Note that the CSV separator is automatically detected by Excel. Other spreadsheet programs might not work out of the box. I am using the semicolon as a separator to avoid problems with numbers using comma notation. Please refer to your programs documentation to find out how to change the csv separator.