Li Shenron
Legend
Have you perhaps played a Wizard or a Bard before? How experienced are you of D&D 3ed and how experienced are your fellow players? In case you are very newbie, I would suggest one (or more) of the following choices to increase your raw defences; they have disadvantages or come at a cost, but I myself would definitely be caution at low levels:
1. Toughness: I know most people think it's a lame feat, but if I played a Wiz or Sor starting from level 1, I would seriously take it (maybe as extra human feat), unless I can afford a high Consitution
2. Constitution: if you have more than 2 good scores (Charisma and Dexterity before anything else), and a third with at least +2, you can save the Toughness feat if you put it in Constitution
3. Padded or Leather Armor: they have no armor check penalty, therefore you can use them even without proficiency; they give you +1 or +2 AC at the cost of 5% or 10% spell failure, think if you want to take the chance
I have never played high levels, therefore I am not very expert in which spells become useless later; if I had to play my first Sorcerer, I wouldn't be so sure to last long
and I'll pick spells that are most useful NOW, but that's not a suggestion to you.
It's good that you already have an idea to follow from the RP/flavor point of view, and your DM lets you have all cold versions of damaging spells. Choose just a couple of them at first level, like a targeted and an area spell, or maybe even one only for the moment, and take either Mage Armor or Shield (consider pros and cons).
Most important thing probably: before choosing spells known, consider which spells your party companions will cast, and don't learn them. We have a Sorcerer in our group, and at 1st level she chose Detect Magic, Light, Read Magic, Ray of Frost, Obscuring Mist and Mage Armor; except Ray of Frost and Mage Armor, the others were castable by the Cleric and the Druid, which had Scribe Scroll to make it even more useless for the Sorcerer to cast them ever.
1. Toughness: I know most people think it's a lame feat, but if I played a Wiz or Sor starting from level 1, I would seriously take it (maybe as extra human feat), unless I can afford a high Consitution
2. Constitution: if you have more than 2 good scores (Charisma and Dexterity before anything else), and a third with at least +2, you can save the Toughness feat if you put it in Constitution
3. Padded or Leather Armor: they have no armor check penalty, therefore you can use them even without proficiency; they give you +1 or +2 AC at the cost of 5% or 10% spell failure, think if you want to take the chance

I have never played high levels, therefore I am not very expert in which spells become useless later; if I had to play my first Sorcerer, I wouldn't be so sure to last long

It's good that you already have an idea to follow from the RP/flavor point of view, and your DM lets you have all cold versions of damaging spells. Choose just a couple of them at first level, like a targeted and an area spell, or maybe even one only for the moment, and take either Mage Armor or Shield (consider pros and cons).
Most important thing probably: before choosing spells known, consider which spells your party companions will cast, and don't learn them. We have a Sorcerer in our group, and at 1st level she chose Detect Magic, Light, Read Magic, Ray of Frost, Obscuring Mist and Mage Armor; except Ray of Frost and Mage Armor, the others were castable by the Cleric and the Druid, which had Scribe Scroll to make it even more useless for the Sorcerer to cast them ever.