The game can be played any way you want, but some of the advantages of visiting the College of Winterhold are: Access to spells: spells from all schools of magic can be bought there
Mage-friendly quest rewards
: you'll get quite a few nice mage-centered quest rewards, like the Archmage robes and the Morokei mask Access to trainers: if you feel like paying for training, the high level mage trainers are mostly (all?)
in the College of Winterhold
It is a long way, but you can easily travel there using a wagon.
If you're following the main quest line, once you get to Whiterun you can take a wagon from in front of the stables.
So, I would recommend traveling there shortly after you reach Whiterun. After getting Lydia or after visiting the Throat of the World seem like good times to peel off and do the mage quests.
gaming.stackexchange.com/users/3/David Fullerton
In fact Angelina is quite right.
I went to the college of winterhold when I was in lvl 3, it was quite advantageous going so soon since I've received 2 or 3 spells when I got there and almost for free.
But you should wait to complete the college of winterhold's quests to guarantie
you get the best rewards as possible.
For example, I received the mage's circlet with only 30 pts of magicka...
So you would do better to wait to receive the best rewards.
I've already completed all the college's quests
so I think I know what I'm saying.
So, yes, if I were you, I would go straight away to the college.
gaming.stackexchange.com/users/19386/rxmartinho
I recommend going there after you visit the grey beards.
That way you have some advance shouts and you should at least have 130 mana points.
This is useful because when you first try to enter the college they will ask you to show them some talent which may require a high mana spell.
gaming.stackexchange.com/users/17106/ahmedaak88
My reply would have been similar than the previous ones until I found this article where it tells you about a staff which is better to get after you are a higher level.
http://www.uesp.net/wiki/Skyrim:Leveled_Items
If not, you will get just a "minor" version of that staff.
This includes a Mage's Circlet (the one you can see at the end of the linked page) which would be gotten as a quest reward at its max level only if you are at least level 25 !!
So, in my personal opinion, the best is to do what people said above, go soon to the college .
But once then be smart, the npc at the entrance will ask you to cast a random spell, with the option of buying the spellbook on a really cheap price if you don't know the spell yet, which I consider the ideal.
Indeed you can quicksave before meeting the npc and quickload until she asks you for a spell you don't know yet
so you can buy it cheap from her and do just the first quest where you will learn another spell for free (ward, in this case), but after that, go out of the college and level up until you get the min level to get the best possible stuff as reward (as mentioned before
, in this case would be at least level 25 ).
Going soon there also guarantees you a novice robe and helmet.
gaming.stackexchange.com/users/19175/Angelina
I also had to ask myself the same thing, if it was worth it to go to the College, since the journey was so freaking long.
However, I realized it isn't so dangerous if you keep to the path, and it actually benefits you.
By the time I reached Winterhold, I had leveled up a few times and earned (looted) valuable items.
Also, if you start from Whiterun and keep to the path, you will eventually come across Windhelm, a city surrounded by farms, (where you can harvest many crops) Snowberries, and a stable, where you can buy a horse if you haven't done so already.
If you decide to join the Stormcloaks, you MUST go to Windhelm in order to join the rebellion.
I noticed that if you start the journey at a good time, (7 AM - 10 AM) and you sleep or wait during the night, you have a better chance of surviving.
When I traveled,I only faced a few Frostbite Spiders, which were easily dispatched because of my fire spells, and a some giants and mammoths,which I easily avoided.
All in all, it's worth it.
gaming.stackexchange.com/users/20376/Shamasna
I bought Skyrim a few days ago and have only been playing it for a short while. I am playing a high elf mage and one thing has been bothering me.  I am only level 3 and following the main quest but have got a quest to visit the College of Winterhold. as far as I can understand, the College of Winterhold will teach me new spells and it is advised to visit them as early as possible. It seems such a long travel but should I just visit them by now already?
When to visit the College of Winterhold
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gaming.stackexchange.com/questions/43683
gaming.stackexchange.com/users/8840/SimonBS
Do the mage quests after you reach Whiterun and get Lydia. It seems that the community is recommending when to visit the College of Winterhold, based on some in game key events.
Player recommendations, regarding the question.