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I read this definition of "desk dictionary"

an abridged dictionary of a size convenient to hold in the hand.

I think it should be clear from the name itself that it is a type of dictionary which is supposed to be read on a desk and therefore be heavy. So how come it be abridged? And if I was referring to a dictionary, unabridged, with it, would I be wrong?

The dictionary installed on my computer defines a "desk dictionary" as "a one-volume dictionary of medium size." The idea is not that it's so large or heavy that it requires a desk, but that it's compact enough to be kept at one's desk and consulted as necessary, in contradistinction to a large (possibly multi-volume) unabridged dictionary that needs its own stand or bookshelf.

(And yes, if you used the term "desk dictionary" in reference to an unabridged dictionary, you would almost certainly be misusing the term – unless someone has published an unabridged desk dictionary with very, very small print!)

From Wikipedia:

Random House Webster's Unabridged Dictionary is a large American dictionary, first published in 1966 as The Random House Dictionary of the English Language: The Unabridged Edition. Edited by Jess Stein, it contained 315,000 entries in 2256 pages, as well as 2400 illustrations.

In contrast, I have the Random House Collegiate dictionary at my desk. Amazon lists this at about 1600 pages, with dimensions of 7.3 x 2.2 x 9.7 inches, and it weighs less than 4 pounds (less the 2 kg).

You can also buy an unabridged dictionary on Amazon; it is 2500 pages with dimensions of 10 x 3.8 x 14.8 inches, and it weighs over 11 pounds (about 5 kg).

I would think that the collegiate version dictionary is about the biggest dictionary that could accurately be labeled as a "desk dictionary." And you should never claim a dictionary is "unabridged" unless the publisher is also making this claim.

This is an image of what an unabridged dictionary looks like:

These kind of dictionaries are large and heavy enough to be used to break down medieval city walls. They can't be held in one hand -- they can barely be lifted with two. You normally find the print editions of these only in libraries and other institutions that house large reference tomes, and usually kept on special lecterns to make them easier to find and peruse.

With regard to your question, the "desk" in "desk dictionary" is misleading. You might think it implies:

Something which fits naturally on a normal sized-desk

when actually the meaning is more like:

something the average person might keep on their desk.

In other words a "desk dictionary" is of a size that is convenient to keep around your home. It's necessarily abridged to keep it relatively small, such as this, my Webster's New Collegiate Dictionary from 1979 (and which I probably haven't opened for 20 years):

Small enough to pick up with one hand; small enough to keep conveniently on a desktop or bookshelf. Of course, nowadays my cell phone has access to complete, unabridged dictionaries, so this print edition is just a memento.