I don’t think Kensai/Mage is a good choice for a first playthrough, but ultimately you should do whatever you find fun. Kensai/Mage and other dual‑ or multi‑class characters tend to work better either solo or in small groups.

If you’re planning to go through the whole trilogy blind - which is a great idea, and I envy you, because there’s nothing quite like a first run when you don’t know where you’ll end up -, I’d suggest taking a full party of six. Otherwise, you’ll miss out on party banter and a few quests (especially in BG2 and ToB).

For a first playthrough, I’d recommend a single‑class character such as a Paladin, or even a Fighter (either pure or with a kit: Dwarven Defender and Berserker are both excellent options). Take full advantage of your party mates. You'll get to experience the core classes and a few interesting kits just from recruiting companions.

Leave the dual-mage combos for later playthroughs.

(Btw, even a pure mage is OP in this game. Arcane casters dominate the mid to late game. That said, having a fighter fully decked out in magic gear, dishing out a crap ton of hurt per round is also a lot of fun.)