The first skill you need as a budding Wizard is a MAGIC skill. This is an INT-based skill, costing 3 pts for a basic 9+(INT÷5) roll, and may be increased for 2 pts per +1. The maximum skill you can start with is 14-, though this can be increased circumstantially by taking extra time over preparations and that sort of stuff. The Magic skill allows you to cast your own spells, and to read and understand any writings on magic which have not been encrypted and are in a language you can read. All Magic-skill rolls are made at -1 per 10 active points, rounded out, in the spell.
If you start a Magic Skill as an established character, you must start with a basic 9+(INT ÷ 5) roll. The skill can be increased with experience, but never more than one step at a time (that is, you could go from 12- to 13- in one go, but not any higher until the next time you can spend some experience points). Experience can usually only be spent a maximum of once per session unless special circumstances apply, and often not even that often. As a rough guide, the Runequest system of requiring a week of placid inactivity to spend one point of experience is an okay one. If you really honestly think that it would be reasonable to spend 15 points of accumulated experience to design a "Fly" spell in a moment of panic while plummeting down a bottomless shaft, then come up with some good arguments, bring them to my attention, and then I'll tell you to get real and describe your grisly fate in loving detail.
As an adjunct to the Magic skill mentioned above, you may wish to learn to read, and maybe even write. If you are unable to read you are automatically limited to the number of spells you can remember, and have been taught orally or by some sort of mind-link. This can be a real bummer if some ogre decides to bean you with a dirty great big club, since amnesia can put a real stopper on spellcasting if you don't have anything written down.
The chances are that you will (if you're not grossly unlucky) have a larger repertoire of spells than you can keep learned simultaneously. They will therefore have to be stored in a book, on rolls of parchment, engraved on marble tablets, etc. etc. for later reference. To protect your own spells, and to get at those of other wizards, a CRYPTOGRAPHY skill would be handy. You may build the Cryptography skill into a spell if you prefer.
If you want to be able to design your own spells or manipulate a Variable Magic Pool, you will need the MAGICAL INVENTOR skill. This will allow you to tinker with magical effects only; if you want to cobble up mundane gadgets as well you will have to buy the Inventor skill twice. Other skills can be used as complementary to a magical Inventor roll; for example, if you are trying to design a "Clairsentience" based eavesdropping spell, possession of a BUGGING skill will improve your chances of success. When you build a new spell, you spend the character-points and then make your Inventor roll...failure will not necessarily mean you lose the points completely, but the resulting spell may not be as reliable as you had hoped or you may get completely unexpected effects. You pays your money and takes your chance.
If you want to be able to Shape-change to imitate specific people, you need the DISGUISE skill. It may not be built into the spell itself. ACTING would also be helpful, but is not essential.
If you want to build a Golem, or create zombie servants you will need COMPUTER PROGRAMMING to be able to give them orders, or to change orders. See the sections on "Automatons" (pp. 180-181) and "Computers" (pp181-183) for details. I haven't come up with an appropriate fantasy-style name for this sort of thing just yet; suggestions gratefully accepted.
KNOWLEDGE, LANGUAGE and SCIENCE skills, while not strictly necessary for a wizardy sort of a chap, do go a long way towards establishing a persona as a bit of a brain. The SKILL ENHANCERS on p.41 make buying a huge swag of these skills cheaper; if you intend to buy three or more skills in any one field, the appropriate Skill Enhancer is well worthwhile as it does not increase the amount you spend initially and makes future skill acquisition cheaper.
OTHER SKILLS never go amiss, though the level at which you buy them would depend on what sort of mage you want...a Gandalf-type, for example, seems to know something about everything and be able to do just about everything, while a quiet scholarly type would be more likely to know a lot about things like camping without ever actually having done it ( KS Camping, or maybe an 8- Familiarity if s/he had actually been outside once or twice). Remember that unlisted skills can generally be fitted in under "Knowledge Skill" (theory) and/or "Professional Skill" (practical), and that unless you make a disastrous skill-roll, having a skill at any level will make you better at a thing than someone without.