I'm one of those annoying people who tell new players they should play a game awhile before they add mods. The only mods I consider "essential" for a first-time player are the unofficial patches:
http://www.nexusmods.com/oblivion/mods/5296/?
http://www.nexusmods.com/oblivion/mods/10739/?
http://www.nexusmods.com/oblivion/mods/9969/?
I urge you to play at least a few hours before you add anything besides the unofficial patches. The worst thing any mod user can do is add a boatload of mods simply because other people use them.
But if you're absolutely determined to use mods immediately there there is one more I never ever play without: http://www.nexusmods.com/oblivion/mods/10763/? If you're like me and you spend hours upon hours in character creation fiddling with appearance sliders, DarN UI is a must-have. It displays the exact numbers for face sliders, which is a goddess-send. It also adds a good number of other quality-of-life features.
And since you're playing a mage here are my two favorite Mage mods:
http://www.nexusmods.com/oblivion/mods/12466/?
http://www.nexusmods.com/oblivion/mods/9562/?