Level 4 is pretty early in the game so I might suggest you stick it out a few more levels. As for your questions:
1) There's no exact level where a mage becomes a beast. It depends on difficulty, playing style, build, equipment, but in general you should start seeing some budding power before Level 10 and increasing power from there. Of course, mages will be a little fragile to balance their high DPS.
2) Wands that allow the use of orbs are supposed to be more defensive in nature, but even with the adjustment a few updates ago, most players find going full offensive with staves is better. Kill them before they kill you because in reality, no amount of orb will make a mage a defensive beast. Note, there are some players who love and swear by wands.
3) Some basic mage tips:
Mage armor and Mage Barrier will help out in tight spots.
Having a companion will help. (Griss is easy to get for a mage).
Mages will have hit-or-miss match-up with most dungeons. Either your skills will make you very strong or make it harder for you. So focus on areas your strong. Some players re-spec a lot, but I just found it more fun to work with the ebb and flow of the mage class.
More so than any other class, really learn the attack dynamics. Learn how the spells work and use them as tactics, for example, Ice Storm tends to bounce off walls so in a hallway, casting it against a wall might get it to bounce and hit enemies more than once.
Keep those potions stocked up. Deepfrost cognac is pretty cheap and will be a lifesaver in the game.
There are a lot of other tips depending on your build (like get mana surge for extra spell casting, not maxing every spell that way you have one high damage attack and one low mana attack).