Start on "Hero".

At the beginning, all factions may face some challenges, and there's no way around it. Mages, however, start with more knowledge, and it's primarily this that grows. Usually, there aren't any major problems with mana. If needed, you might have to spend some time in the town or find a well. Dark Knights have much more trouble with mana. And for tanking damage, there are Gargoyles. They may not deal much damage, but they are durable and fast. Single Gargoyles can quickly block archers and protect the main stacks from infantry units.
If you want to minimize losses, then you should focus on upgrading magic of light and building guilds. As you know, light is one of the two primary schools for mages, and it will definitely be available in every guild in the town. If you're lucky and get regeneration on the second level of a guild, you can play with almost no losses or with minimal losses. It can be learned even without having the magic of light, but it will be much more effective with it. Also, thanks to the library, the arsenal of magic will be larger.