My current companion ls Lydia (warrior). She's been with me a while. I decided to ditch her for J'zargo (mage) because my character is a warrior-mage hybrid (mostly warrior). I went on a quest with J'zargo... and got squashed on Expert difficulty. I went back to Lydia... and completed the quest no problem.

What's the deal? Has Lydia levelled up with me? Or are mages just weenies?

Companions don't level up. Lydia survives fights longer than J'zargo because she has twice as much health and wears Steel Armor. Oddly, although J'zargo is trained in Heavy Armor he wears only robes. If you can get J'zargo to put on some Heavy Armor he will probably be able to survive longer.

What level are you now? What level were you when you first went to the College? Did you start Mage quests early?

My character is level 24 now. I probably started the mage quest around level 19 or so.

So you're saying that the Lydia I encountered at level 10 (or whatever) is the same Lydia I have at level 24? Same hp, etc? That's hard to believe... but then, I've upgraded her armor and weapons since I met her...