I've been enjoying FE for the past few days very much. Although I do have a problem when starting sandbox games with a mage souvereign. For example if I pick Fire and Life as starting Apprentice level skills, the only combat spell I start out with is Burning Hands.
I bolded a part of your problem: most schools of magic are worthless in combat at the Apprentice level. You need at least a disciple level in one school to be able to use magic in combat with any degree of success. Your casting ability is also limited by your mana. If your faction has access to the Decalon AND your starting champ has access to a couple of schools of magic you might want to take a gamble and develop BOTH of them as mages. The Decalon ability to expand your spell school selection is so powerful, that imho it is worth the risk. If you do NOT have access to the Decalon, and your starting champ has access to a school of magic absent on your sovereign, consider eating your champ's spirit to gain that school of magic. This is especially relevant for Imperial factions who are unlikely to have good relations with the Kingdom of Pariden (For the Decalon access).
Okay, on your first levelup, if you get offered Strength, TAKE IT. Strength+later a Horse will allow you to run around in plate armor without gimping your initiative too much. And you do want armor, it's what keeps your puny little mage alive and healthy. Once you take the Path of the Mage, prioritize any skill that either lowers your tactical mana consumption or increases your spell damage.
Combat. You'll need 3-4 cheap, weak meat shields with staves. They're only there to take hits for you. Once you get access to elemental summons, go ahead and summon the elementals and eat the maintenance cost. They are worth it.
A special mention for the school of Air: it gives you access to Cloudwalk which changes the strategic game. The mobility that your stack gains from that spell is absolutely amazing. Even though the skill is not cheap, I always seek out getting access to Air by any means necessary.
Finally, a thing to remember: some of the best combat spells are the 2-school crossovers, such as Sunder for instance. It absolutely trashes elementals and demons and requires Fire and Air. Which is why a wizard with access to less than 3 schools of magic is generally crap.