I've always played magic-oriented characters as long as I've played fantasy games. I love it.
From what I've seen and partially experienced, I'm pretty satisfied with the magic system in Skyrim aswell (exept spell making, but meh, not a biggie to me)
Anyways, the Nordic attitudes towards magic is way to negative for me to find a valuable RP-foundation to base my character pre-story on.
Even in the beginning when choosing a Guardian stone with either Hadvar or Ralof, they go all like "Mage, eh..? Well, I'm not the one to judge".
The whole warrior-aspect fits like a glove in every context of the game (except the college of Winterhold), mages don't.
This is not a complaint however; the question comes now.
Mages, how to you make your character fit into the game world?
OT:
(Also, speaking of RP, I'm really loving my character now. He's a warrior in light armor, one handed swords and alchemy, occationally shields. He wears the nightingale armor, companions' wolf boots and gloves, and at nighttime, apprentice hood. It looks very dark, but not light, due to the gloves and the boots who does and awesome job making him look like a proper warrior. Also, Skyforge steel sword. I was kind of heavily inspired by the Night watch (Game of thrones), except, I have no wall to watch. So I pretend he's done something horrible in the past (DB-business), now forced to patrol the northern coast in the dead of night for hideous abominations every now and then.)
I'm sorry for any case of poorly written english. Not my native language..