I'm working on my character for Skyrim, and I have some questions I hope you don't mind answering.

1. Why is magical ability (seemingly) rare among Khajiit? Lorewise, should my Khajiit mage be able to advance as far as mages of other races?
2. If my Khajiit is devoted to Mara, would he participate in Skyrim's worship of Mara, or would the Nordic Mara be foreign to him?

Thanks in advance.

While I am not familiar with Khajiit society, there isn't a lot keeping them from becoming a powerful mage, but my assumption in this is that their society is not as rigorous in their magical endeavors as say, the Altmer. As for the second question, that would depend on how and where your Khajiit grew up. They tend to worship their own "lunar" version of the gods in Elsweyr.

Basically, there's a bunch of types of Khajiit, and they all specialize. Carrying heavy loads is left to the big ox-sized tigers. Hitting stuff with sticks is left to the big muscled type of cat-person. Stealing stuff is left to the guys with the quick hands and padded feet. Magic is left to the tiny little kittens, because, really, its all they can do. Why would you want to make a widdle kitteh feel less special?

The Nordic Mara-equivalent would be kinda weird, but still the closest thing to your Khajiit's favored god. It's kinda like if a Roman Catholic went to a Russian Orthodox mass. It'd be a bit weird, but basically the same.

Ehh... it might be more like if a Muslim went to a Roman Catholic sermon. It might be the same god, but it has a different name and different qualities and is acredited with different events.

If it helps, my Khajiit wasn't born or raised in Elsweyr, and his idea of Mara is shaped by the Nine. So I guess one of my question is, how similar are the Nine and the Eight?

Does the idea of a pious mage seem far-fetched? Most mages I encountered in Morrowind and Oblivion seemed to be too wrapped up in their studies to nourish any sort of spiritual life, much less one based on compassion and love. I'm imagining a character who is academic and serious, yet warm-hearted and devout. Is this believable, or is there something about the pursuit of magical knowledge that turns people into joyless dweebs?

Well, all of the chapel healers in Oblivion seemed rather friendly. Though they probably weren't into the sort of magical knowledge your character might be.

I think it would be completely up to your character. ES does often seem to draw an odd parallel between studiousness and necessary spiritual depravity, but I don't see why that would matter.