Its pretty hard to argue against the High Elf for the race like Ogre Mage suggested. The only other option I might suggest is Variant Human (for the Feat) or Lightfoot Halfling for the extra sneakiness.
As for how to level, I would lean to starting with Rogue to 3, then dive into Wizard. Number one for me is getting those extra HP at the start, as well as the extra skills and proficiencies. Staying in Rogue another level gets Cunning Action which I feel is incredibly important for survivibility and worth going for. And that straight to 3rd Rogue level I would say is good for getting the Archetype and that extra Sneak Attack die.
For Wizard, I feel you can put it off because Cantrip-wise you won't really be needing any of the non-SCAG versions since you can't Sneak Attack with a Firebolt, and the SCAG cantrips won't really shine until you hit Character-Level 5 and they upgrade. The only issue would be if you feel the Wizard Spell list is worth getting before the 3 levels of Rogue for the utility/defense. Since Mage Armor is redundant with your armor, that really leaves Shield for defense. Offensively your single target with Sneak Attack is solid, so you would have to see if you really need some Area Spells like Sleep or Burning Hands. Ultimately, I feel Wizard can wait in this build.
Major downside with this build is that you won't see a feat/ASI until 6th level at earliest (Rogue 4/Wiz 2), or if you prioritize wizard, 7th level (Rogue 3/Wizard 4). While delaying feats/ASIs in the later game is less of an issue, the one gained at 4th level should only be delayed for as long as absolutely needed. This is due to the fact that your first 1-2 feats / ASIs are the most important for your characters career. The longer you delay it, the less valuable it becomes.
It is the difference however between being a Dual-Wielding Rogue/Wizard with
warcaster,
alert (for initiative), or maybe
healer (which combo's amazingly with
fast hands) - and having a character without those feats; or if stats are more your thing, the difference between DEX 16 and DEX 18 (since I assume you would likely prioritize DEX over INT in the early game).
As a general rule, I strongly recommend picking up your first feat/ASI at 4th - 6th level at the latest, 7th level only if you can justify the delay as a result of the mix of class abilities but no further. Even then, I would not delay your second feat/ASI beyond 10th level. I myself, frequently get my first ASI/Feat at 5th level (1 level dip + 4 levels in a second class).
You want at least two of them by the time you hit 11th level, because you will need them. After the first two are under your belt, delaying the remainder isn't a big deal.
Variant Humans are the exception to this rule. Since they get a bonus feat at 1st level, they can easily afford to wait until 7th or 8th level to pick up their first ASI/Feat (from class). This would put them on par with non-vhuman characters in the short-term, but still put them at +1 in the long term. Then again, if you are going to delay your ASIs/Feats anyway, the question then becomes - why didn't you just pick [another race] instead?
If your only answer was because you wanted the feat benefits early, that is a weak answer - as levels 1-3 occur very quickly (typically 1 session each at 1st and 2nd level, and about 2-3 sessions at 3rd). If you are that impatient you can't wait for a feat's benefits for ~5 sessions, there is something wrong with your build. Typically, I choose vhumans because my build needs 2-3 ASIs/feats, or 2 feats & 1 ASI before hitting 11th level. That, or no other race leaps out as offering anything useful to my build, in which case I default to vHuman.
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For example, I have just started a new character, who will end up as a Battlemaster 3/Abjurer 17, or alternately as a Battlemaster 6/Abjurer 14 (undecided). This character will play similar to an EK, but with more spell versatility. I chose vHuman for this build because I needed both
warcaster and
great weapon master for the build, and because I ideally wanted to get 18 Strength by 11th level as well to offset the penalty from GWM.
My build progresses for the first 9 levels as follows:
Fighter 1 > Fighter 1/Abjurer 6 (haste, counterspell) > Battlemaster 3/Abjurer 6. After that, the two builds diverge as to whether I take Battlemaster 6/Abjurer 6; Battlemaster 4/Abjurer 8 > Battlemaster 6/Abjurer 8; or just finish the build pure wizard.
By 11th or 12th level, I want 18 STR, GWM, and Warcaster. This is a tall order, but was doable without vhuman.
5th level: Fighter 1/Abjurer 4 (GWM)
10th level: Fighter 4/Abjurer 6 (Warcaster).
However, I did not want to wait until
half way through my characters career before picking up
warcaster, as the benefit of this feat have diminishing returns in later game, and are more critical at lower levels (when your Con save is lower). I could have alternately gone Fighter 6/Abjurer 2 and picked up
warcaster at 8th level as normal, but that too would delay access to
haste/counterspell until 11th level (3 levels faster than an Eldritch Knight). At which point, the question then becomes - if I am willing to delay spellcasting that long, why didn't I choose Eldritch Knight?
These are the kinds of decisions you need to make when making your character. There is always a give/take, and nobody can tell you what the right decision is for you (only what they would do).