I'd recommend staying in town completing guild contracts until you are prepared to go adventuring. The contracts give money, reputation, mansion improvements points, and experience for your mage. Just buy obedient slaves from the guild that are close to the contract requirement and then improve them with potions, use TP to boost mental stats, assign spare physical stats (perhaps after levelling up), or in rare cases change grades at the guild. If the initial guild contracts are just too weird to complete then just buy some slaves into your mansion for a bit of economy and wait for new guild contracts to appear.
Once your mage is level 2 he gets stat increases and can learn some better skills from his character screen that will help in combat. Put together a combat team with 3 capable looking slaves hopefully with some cheap weapons and armor. The equipment does make a difference. Take with you some bandages, some rope, and 3 supplies, making sure they are in your bag and not your mansion chest. When you start fighting use the ? option to equip your mage's new skills. Don't take on too many enemies to start with. Use bandages between fights by choosing the control option. When you get to the end of the area you can rest using the supplies and/or return safely to town.