I would also recommend it, though if Skyrim was your first TES Oblivion might feel 'harder'. The levelling system means sometimes you get weaker in Oblivion rather than stronger as you level up, since enemies level with you and your skills might be lacking in some areas. Instead of there being perk trees there are attributes, and this might take some getting used to. Overall though I think it is much easier to roleplay with this system.
Also, in Oblivion armor deteriorates over time and will need to be repaired. This might be a bit of a shock after Skyrim where you never have to repair things.
I haven't played a mage in either game so I'll let someone else talk about that.
I've played mages in both, and there are some key differences but neither game's system is 'bad', just different. In Skyrim it tends to be easier to hit your target, say with a fire spell, because the fire just streams out of your hands. In Oblivion your fire spell will come out as a ball, heading towards your target, and not a constant stream of fire. There's also "touch" spells but I don't want to make it too complicated for you right now.
The amazing thing about Oblivion is the sheer number of spells there are, and get this- you can make your own! This means you can combine different effects and make some incredible spells. The make-your-own-spells feature was removed from Skyrim, perhaps because it could be abused too much, but the spells you make are still dependent upon your skills. In Skyrim you have destruction, restoration etc. and this is the same in Oblivion.
I've had to reign myself in loads here, I could talk about the differences between the games all day, and I don't want to spoil too much for you!
Basically I think you should get Oblivion, you'll definitely enjoy it. The landscape is much more diverse than Skyrim, I have to say- there's snowy mountains, lush forests, a seaside/port town, open plains.... and I'm rambling again.
I welcome you to Cyrodiil, and hope that you'll share your adventures with us if you decide to play the game!