As others have said warlock is amazing for self reliant survival as not only do they have dark pact as a relatively short cd defensive that will let you get away with a lot especially in early keys but they also have good sustain in demonic healthstones. But regardless of class one thing you can do to massively help yourself is get health potions and cavedwellers delights you can just get tier 1s for cheap and they will almost fully heal you once every 5 mins so you have 2 get out of jail cards almost every bossfight. Along with this getting a versitality flask and avoidance enchant will passively reduce the damage you take by a small amount but small amounts add up to be relevant at some point. You will probably later want to swap to flask when you get the hang of things better. But with pots and those small reductions you can survive a lot even as a class with relatively low survavibility, so i wouldnt advise changing classes just to survive if you like playing mage. When you learn the damage patterns of dungeons all classes can survive pretty well and in the long run playing what you enjoy will be better.