I already answered in your other thread but yes feel free to wander to different areas, agreed the draenei quest rewards can be better but even if you travel to the NE areas it is a short trip back to finish off quests , do all green quests you can find and you will level just as fast as staying in the Draenei area , if they are grey you get no experience from them but still get the rep which is fun and useful if you want another races mount.
The mounts are at level 30 used to be 40 and the fast mounts at level 60 , but as a Mage you have an advantage on travel as you can get to any of the main towns in an instant , at level 40 you will be driven crazy by people expecting you to portal them to other main towns . I get that with my Mages even though one is only level 34.
I have done all the low level quests in all the areas as i want a full choice on mounts , so far my Draenei has a cat from darnassus and probably in the next level will be getting a horse when i have done a few more stormwind quests . a ram ( not sure if draenei can ride them ) will follow soon if that is possible .
Tips for you ,
1. learn to cook = cooked food gives you a bonus of stamina (health ) and spirit ( helps with Mana a little )
2. learn first aid= heal thyself.
3. learn fishing =some fish when cooked give a nice bonus or can be sold for profit example is Deviate fish from the barrens sell for about 1g each on my servers , plus you find some nice sellable stuff in the pools ? of wreckage you will find as you travel the lands.