That's totally normal.
Mage is one the class that has a difficult start because of the MP running out.
That would be wise to think about getting alchemy to make your own cheap MP potion.
More you will advance in your rank more the class will deliver with it's AoE spells.
More INT point you will put in your stat more SP regen you will have.
You can check that video to get a glimpse about high level mage playstyle :
https://www.youtube.com/watch?v=0dDmjzBeKIc&list=UUBnzfxCBwmVRm0lVSUX4Gww
But if you don't like that playstyle you can try other jobs.
For example, if you like ranged, archer is good. Same as mage but without the MP problem. This game is good for bashing mobs but with a good luck so monsters will drop more often their loots so you won't have to spend money to buy them, haha.
Go to the guild office, the place where you received your first license card.
You can change whenever you want class outside of story (when you will see message "Explore Reveria") and co-op.
Also try to read carefully the tutorials, they do explain eveything to you about the basics of the game.