Additionally, if you choose to use it, a map style is copyright: the design of showing motorways in blue at 4px and cycle paths in green, for example.
For the tiles you see on OpenStreetMap.org, all three parts are under open licenses. (And there are decisions at all three levels, for example OSM's database contains the water features you see at OpenSeaMap.org, but doesn't render them.)
The data is open and can be downloaded from the donation-run OpenStreetMap Foundation, and as long as you provide credits you are free to do anything with the data (commercial or otherwise), but if someone makes a custom style and creates tiles (images) from them, then those images are copyrighted.