Sorry, had to do second comment because kid make me post comment before i finished it ^^

Third thing, remember that learning to play ESO is a process, because there is no equipment that would replace a necessity to learn how to react to the situation with interrupt, roll, cutting los, etc. So be ready to take steps, instead of single jump and do not think too much about equipment. Once you master mechanics you could take down World Boss with completely mess equipment without any set bonuses (i did it many times on new server ^^)

I can give you my example. When i started playing ESO i made a lot of alts, trying to find what fit me the most. The first one was Templar. But I quit it after some time, because I was struggling even with overland content (yeah, imagine that ^^).

I switch to NB, and suddenly overland content was far easier but I had stucked on Vateshran Hallows Lava Queen (normal -_-) and couldn't pass that, so I have decided to switch class once again.

And I made Hybrid Dunmer Necro dedicated to soloing. It was running mainly in heavy armour (5+1+1), lightning stuff on front bar and S&B on back (Aetherial Ascencion, NMA, RotPO & Balorgh head) and I was gradually take more and more challenging content, including soloing World Bosses (especially DLC), Dungeons N&V and Arenas. The max resistance and extra hp + shields (including Psijic Order) were giving me a space to make mistakes, and because fights were taking quite long I was also mastering sustain - crucial thing if your two sets were giving you penalties to that -_-).

But once I learn how to keep sustain, react and avoid dmg, i returned to stamplar and... i am maining it now, achieving more than ever before including hardmodes soloing and this cursed Veteran Vateshran Hallows ^^

So my advice is - start with a little tankier build, because that would give you space to learn and gradually switch to more DD options.

You do not need to go for Heavy Armour but I would consider switching to Stamsorc, because Two Handed tree with Brawler is really great (although you can stick to Streak instead of Stampede & Barter + Surge instead of Rally - they are great option that I do not have as a Stamplar). Also, good stamina is extremely helpful in rolling and running plus medium armour will give you few percent of mitigation extra.

Also, remember that except brawler it would be good to keep efficient selfhealing. I already mentioned RotPO. Because as a Stamsorc you will lack of reasonable ST spammable, you could try to go for Bloodthirst in DW. With MA 1handers this skills is really great, and because of surge you can benefit from Crits with even more healing, and if you combine this setting with set like Briarheart, you will have much easier times in handling bosses.

But of course, ultimately you can go for magicka and sorc is really good with that. Pets will distract some of the enemies and their dmg, bound armour will provide you nice mitigation and with MG crit source will increase your magicka pool.

So summarizing, remember that in ESO your skills are much more important than equipment, so try to take a deep breathe and slowly train, gradually increasing lvl of challenge.

Where to start...

First thing I will say, is that if you want to increase you ability to effectively handle combat in ESO, the best place to start is the Maelstrom Arena. I think it is a far better training ground than Vateshran or soloing content that is designed for 4 players. Make sure you learn the basics of Block, Roll Dodge, and Break Free (VMA will teach you that quite well).

I wont turn this into a VMA guide, but start on normal, google some Arena builds for a mag sorc, and jump in. Once you can cruise through normal, switch it to vet, and slowly progress through it. It will take time, and that is okay. You will be an infinitely better player on the other side of the process.

I also STRONGLY encourage you to spend some time on a target dummy. I am not saying you need to hit 100K or GTFO. But practicing on a dummy will objectively show you were you are at, and it is very easy to see how changes to your rotation affect your damage output. There is no secret that the easiest way to simplify difficult content is good DPS. The best defense is a good offense. Watching a video or two on weaving and animation canceling wouldn't be a bad idea either. A basic light attack weave adds a significant amount of damage. It will take practice. The best way to commit a damage rotation to muscle memory is on a dummy. Anybody who says differently almost certainly has terrible DPS.

Your CP is perfectly fine for vet content, VMA, whatever. You might get some looks in a vet group finder, and I might suggest avoiding Vet Trial HMs for a bit, but don't let your lack of CP be a crutch or hold you back. Since CP was rebalanced, CP is way more front loaded in terms of the power it gives you.

In terms of gear, first, get you crafting leveled. Decon everything you find for the most part so you get all your craft lines to 50. Second, start crafting research if you haven't already. There are two reasons for this. One is to of course make the gear you need. The other, and frankly more common reason, is to be able to trait change gear you acquire in the world to fit your build. A magic sorc should start with light armor, jewelry and destruction staffs. Focus on obvious traits first. For Armor, Divines, Infused, Impen, (maybe some well fitted), for staffs, Precise, Sharpened, infused, for jewelry, Arcane and bloodthirsty. Research takes time. Start the process as soon as possible. If on PC/NA, shoot me a message and I will send you some research items. Spend the skill points to reduce research times and to be able to do multiple items at once. You should have 3 items for each craft researching at all time until you are 9 traits across the board.

When it comes to specific gear, first thing I will tell a solo player to farm is the Ring of the Pale order. It gives heals as you DPS, pretty straight forward. Can be a bit of a grind for a few of the fragments. This also requires antiquates to be leveled, so start that if you haven't. Critical Surge (sorc class skill) effectively does the same thing, so you can get by without the ring if you want. The second specific piece of gear is a Maelstrom Fire (or lightning) Staff. You will get that by completing MA mentioned above, so dont worry about getting it right away.

DONT FOCUS ON YOUR STATS. I can pull 100k DPS on multiple toons, and honestly have no clue what my spell damage is. It doesnt matter. Focus on results and combining known sets. People smarter than either of us have done the math. No reason to reinvent the wheel. There are a ton of gear options and the difference between the best and like the third or forth best, just aint all that much. Julianos, Mothers Sorrow, Medusa I think are the first easy 3 to go after. Julianos is Crafted, MS can be bought, Medusa can be farmed. Pick two and put together a build. Certainly there are more options. Everyone focuses on gear, but rotation is what gives you damage (hence the dummy recommendation). Again, if on PC/Na, I would love to help with any crafted gear. I got gold and mats coming out of my you know what. If you are interested in actually getting better, seems you are, I would love to help. My house is also a target dummy paradise.

A few other obvious things for build.
-Quality- Aim for gold weapons and purple armor/jewelry
-Enchants- Magic on body (maybe one health if needed), Spell damage (maybe one magic regen) on Jewelry, Fire damage on front bar, Weapon/spell damage on back bar.
-Traits-All divines on the body if possible in PVE. Arcane or Bloodthirsty on Jewelry, Precise or Sharp on front bar, infused on back bar weapon.
-Food - Hard to beat Sugar Skulls for solo play. It is extremely stat dense. You should also probably carry a max Health+Max magic food, something like witchmothers which is health+Magic+magic regen, and a parse food for pacticing Magic+magic regen.
-Potions - At a minimum, you should be running cheap magic potions, that give major intellect (30% magic recovery). Practice keeping them up in combat 100%. Best in slot for most PVE content are spell power pots, Major Intellect, Major Sorcery (spell damage boost), Major Prophecy (spell crit boost). These are the three most important buffs for PVE. Fortunately, as a mag sorc, you can get Major Sorcery from Crit Surge and Major prophecy by slotting Inner light on your front bar.
-Mundas - Thief is almost always your best option. Slot it and forget it.

In terms of skills, play to a sorcs strengths. In no particular order:

Use your Pets: Volatile Familiar for good AOE damage, Twlight tormentor for good single target damage (dont even need to cast this one), Twlight matriarch if you need a burst heal. You shouldnt for the most part, if you have Ring of Pale order and use shields and surge.

Shield: Hardened ward is an amazing skill. Cast any time you see your health bar move more than about a third. Your passive heals over time (HOTs) will top you off.

Critical Surge: Perhaps the most valuable skill in your arsenal for solo play. This skill should ALWAYS be ticking in solo play. It give both Major Sorcery (an important damage buff), and it gives a passive HOT. The HOT is conditional as you need to do damage, but that shouldnt be an issue. This skill is why people say sorcs are best for solo arenas.

Boundless Storm: Nice long duration skill, gives armor buff, speed and some AOE damage. If this and crit surge are both up, you are pretty much always getting a heal.

Daedric Prey: This is the center piece of a damage rotation if running pets. Every 6th skill you cast should be daedric prey, with only a handful of exceptions. When learning, treat your rotation as a 6 count, daedric prey is ALWAYS on the one. Just dont recast early or the bomb wont go off. Try to put it on the highest threat target, as your pets will go where you cast it.

Unstable Wall: Probably the second most important skill. This is used by all mag DPS. Practice casting this on cooldown. Can also be used as an AOE spammable. The wall explodes when you recast, so not the end of the world to recast early.

Crystal Frags: Master this skill. It can be used both as a spammable or a proc based skill. When it procs for an instant cast, it should almost always be your next cast. Also practice weaving the hard cast version. It's a little clunky, but it can very easily replace a traditional spam skill like force pulse or elemental weapon.

Thats about all I got to get started. Certainly happy to help with any specific questions. Best online guides for beginners are probably Alcast, and best guides for pushing DPS and more advanced rotations are on Liko's youtube page. A google search will find both. Liko.gg is also an amazing youtube search engine for all eso PVE content.

Oh, and drop Vamp. Its not doing you any favors at the moment.

Some incredible, well thought, comprehensive , detailed and long replies above me! Extremely useful with a lot of insight and priceless tips, advices ,etc etc. Excellent. I did not expected players will be of such an assistance! I will reply more when I can. I just wanted to hop in and Thank all who supported the thread and shared their knowledge with us!