Bitcoin core needs to store the whole blockchain on your hard disk. Downloading (and verifying) that amount of data takes quite some time, that's right.

Currently there's no easy way around this with bitcoin core, other wallets such as Electrum don't store the full blockchain but rely on external services for blockchain access. This is much faster for initial setup, but at the moment, this is not an option for you because you already sent funds from coinBase to an address within your bitcoin core wallet. So you'll definitely want to keep that running until you have full control over your funds.
It might be possible to export the private key for the address to which you sent your coinBase funds, and import this into another wallet which you can use sooner, but I don'd really have experience in this, so I won't advise you to do this. If you find someone who can explain this process and lead you through it, that might be an option, though.

Onkel Paul