1) I see my athletic and acrobatic skills increasing via messages on screen but none of my magic skills seem to be.
It's possible you may have missed the messages in the heat of battle (it happens to me all the time). Acrobatics and Athletics skills tend to rise more often when we are out of combat and we have the leisure to notice things like that. Open up your character sheet and take a look at your skills page. You will probably find that your mage skills have indeed risen.
2) How can I increase my willpower/intelligence because the default pool is tiny.
We distribute bonus Attribute points when we level up (in Oblivion we level up when we sleep). You assign bonus points into three Attributes at each level-up.
3) How soon do I find enchanted robes?
You will also get robes as quest rewards as you progress through the Mages Guild. Aside from that, loot is controlled by leveled lists, which means it is chance-based. I find that I start to run into enchanted gear once my characters are past level ten, or up in their teens. For the most part, the higher the level the better the loot.
4) Is there a mod that easily switches the spell in your left hand because it's very long winded going into the menu every time.
There are eight hotkeys in the vanilla game. Open your menu to your spells page, then press down on one of your numbered keys at the top of your keyboard. This will cause a circle with eight slots to appear on your screen. Clicking on a spell while holding down a number key assigns the spell to that key. After that, simply hitting the key switches to the spell you assigned to it. There are mods that give us more than eight hotkeys but this should be enough to get you started.
5) Any other tips for a first timer playing as a mage?
Summons are a great way for a mage to stay alive and do more damage at the same time. You can switch to a summoned dagger if you find yourself in a melee fight in close quarters. The Detect Life spell will give you advance warning about enemies ahead and let you prepare. Keep your shield spells up. Try not to get hit.
Here is the best site on the internet for information to get you started about classes and game mechanics and things like that (though it's probably best to stay away from pages that talk about quests, to avoid spoiling the game). http://www.uesp.net/wiki/Oblivion:Oblivion