My First Character: Burning a Mage-Knight

I don’t recommend going religious. The Holy Order is synonymous with Paladins. You’ve basically created a noble, sorcerous, holy, captain of an army. A little ambitious, no?

Also, why Rogue Wizard as opposed to Court Sorcerer? You should probably stay focused and travel between the Noble and Noble Court settings. That way you have at least somewhere to go with your character.