Through most of a mages life, they can pretty much destroy a creature before they get within melee range :P
If they do get too close, Mages have an AoE frost Nova, which freezes them in place. You then run to safety and nuke em. They also have frost bolt, which slows em down (takes em longer to run to you).
Most mages use frost bolt as an opener, fireball, fireball, frost nova or Pyroblast. ftw.
and you dont have to worry about pvp zones until at least level 25. even then, its pretty tame. Most people are too busy in battlegrounds, to be hassling younglings :)
General breakdown of classes (from my PoV and Exp):
Mages - VERY high dps, high mana consumption, high down-time. Excellent in PVP and PvE. in groups, used mainly for puttin the hurt on the boss, AoE and Crowd Control.
Rogues - Very high burst damage, stealth abilities, excellent pvp class, more rogues in wow than there are Chins in the chinese phone-book.
Warriors - Meat shields. Protection warriors are gimp at pvp, only good for instnace tanking (IMO). Arms warriors, devistatingly powerful and highly armoured in melee pvp, not much good as a tank in pve.
Warlocks - Arguably the best PvE class in the game (i think they are at least). DoT'aholics, lots of curses, spells and demon summons (also a free horse at 40, yay!).
Paladins - Protection and party buff-bots. Healer melee hybrid. Not much dps compared to other classes, similar AC rating to a warrior. Have a reputation as being a telemall shopping class. "Set it, and forget it!". They dont have much button pushing involved. Free horse at 40 (yay!). Paladins are like cats, 9 lives and what not. They have immunity bubbles, instant 100% hp heals, aura's, caster and melee buffs etc. Very valuable in parties and very sefl sufficient class.
Priests - THE most needed class in the game. Lots of people are realising this however and rolling more priests each day. Hardest class to solo in PvE. Shadow spec priests are feared in PVP.
Hunters - Pretty good all round. Have pets, do well in PVP and PVE, and also valuable in instance groups.
Druids - I dont have much clue on druids really. They can be spec'd to be restoration (healers) or healer/dps hybrids, from what i understand. They have travel forms such as cheetah's, Dugongs and can turn into big bears for tanking. They are a cool class, but i hear they are gimp.
Cant comment too much Shamans, as ive not played one past level 12.
Hope it helps somewhat :)