When to visit the College of Winterhold

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?

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.

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.