@Silver Lady If you have both elvish and human cities, I would say it depends. Mercenary Camp is a must have for an elvish city, as soon as you can build it. It gives you the Blossom Mage, which is the best mage unit available to an elvish player. Even at 1 star they tend to outperform 2 and 3 star Sorceress units in almost any fight. In my elvish city, they are all I use. I have stopped training Sorceresses in my barracks entirely, which also lets me focus my barracks more on Treants and Golems and make more of them. Getting all 3 eventually is a good idea, but if you are crunched for space/pop in an elvish city and can only do 1, I say MC
If you are human, you have Priests as your standard mage unit and they are fantastic. Getting the MC eventually is still a good idea, but it is not a top priority because you don't need Blossom Mages right away. Priests work great. If you are absolutely crunched for space/pop I would say a human player can afford to wait until a little later in the game to build MC. That way the units you make in it will have promotions. Furtermore, for a human player at your level I think the Training Grounds is important. Even at 3 stars, the Human Mortar heavy ranged unit is not that great. In Orcs you are going to unlock the Orc Strategist. 1 star Orc Strats will work better in many fights than a 3 star Mortar, so they are valuable to a human player. In addition, you are going to get the 3 star Cerberus promotion in the Orcs chapter. Once you get this, I would start using Cerberus exclusively as you light melee unit. This will let you stop training Axe Barbarians entirely in you barracks and will let you make more units such as Priests. So for a human player, I say build Training Grounds first in you can only afford 1.