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Sorry about this, but I can't seem to find the answer.

I'm a level 14 Blood Elf Mage

Can someone explain the difference in main and offhand weapon, and the other slot you can equip (can't remember what its called)

I currently have a sword, orb, and wand equiped. When mobs get close, I can see my sword attacking them, but I don't ever see my wand. What does a wand do? What kind of a wand should I be looking for?

The only reason i have an orb equiped is because it was a quest reward and it fit in the slot. It gives me +1 or 2 spirit (i think) and every 15 minutes will give me some mana. What do you typically put in this slot? Is there something specific i should be looking for?

As you have figured out the mainhand is for a caster dagger/sword or a 2-hand staff (which will take out your offhand).

The mainhand is what will be used to attack (but later on this is very rare) and to use a wand open up your spellbook (hit p) and under the general tab you will find 'shoot' drag that to your action bar and replace the standard autoattack with it. almost always, a wand does more damage/dps than a mainhand, and you can use it from a distance! Also, at lower levels a wand normally does a bit better or similar dps to your spells so when you start to take the guys down about halfway wand the rest of them down. There is a method to this madness, as your mana regen (incredible at lower levels) will kick in after 5 second of not casting and will continue increasing until you cast again. With this method you can grind for quite some time (until you get higher up when your wand doesn't do nearly as much damage as it used to in comparison).

Also, incase I didn't mention it, the offhand 'weapon' is just there for stats, nothing else.

I'm pretty sure you can turn auto attack off so you don't begin melee when in range. Without being in front of my game i can not see the options menu but I'm pretty sure its in basic options at the top and called "auto-attack" just deselect this option.