You pretty much need to just go out into the wilds and kill stuff or find random sidequests if you want to have the experience and gear to actually further the plot. And low level Mages are ridiculous dead weight, playing a Warrior class is clearly a major advantage in that game.

I also find that the plot takes a long time to actually get interesting - everything between Nashkel and Baldur's Gate is a boring sequence of "there's a guy at the end of the dungeon. You kill him. He was taking orders from this other guy at the end of that other dungeon. Repeat. And this is also the period where you'll be doing most of the sidequests. I'm not really sure what you're talking about with the side story thing, I'd rather say the opposite, Shadows of Amn had sidestories, Baldur's Gate has sidequests. Mostly just wander around find someone who asks you to kill something or retrieve an item carried by a monster. Or kill mercenaries, bounty hunters and bandits in the wilds.

Incidentally, I have to give special mention to Gullykin. That sidequest is ridiculously poorly developed.