hah.. I'd find it much harder to play as a mage. But yeah, what others said, get used to blocking. And of course, gear up. If you're getting torn apart too quickly, then more than likely it's an armor problem. Not to point out the obvious or anything, but just making sure....
Pretty much this.
I found it harder to battle dragons with my Argonian mage. Mages are very squishy, and takes tons of damage. My two handed warrior Orc, can kill a dragon easily in under 20 seconds.(If it's on the ground)
Just get the dragon to land, pop a potion of fire or frost resistance, and attack from the side of the dragon.