Concentrating in one class is in fact much better than spreading all your XP around.

When you have an unused proficiency point as mage you can visit a fighter trainer, switch to fighter, learn how to use your mage weapon more effectively (you can have up to 3 proficiency points in a weapon, some fighter trainers only train up to 2) and switch back to mage immediately afterwards without wasting a single XP for another class.

When you have reached mage level 12 at 750,000 and gained the big bonus each additional mage level costs 375,000 XP while getting from thief level 3 to level 4 costs only 2,500 XP for example. Like mentioned by Arthandas just to get Annah to teach you and maybe take a few cheap extra levels for getting the skills up to 50 and more dialogue with Annah. Switching to thief once is definitely worth it since it doesn't cost any XP, just switch back when you don't want to waste more XP in this class, on the long run only 1 HP remains from each additional level up you took as thief.

After reaching mage level 12 you can also consider to spend a few XP for fighter, if you reach fighter level 7 (at 64,000 XP) you get an extra half attack per round.
When you have an NPC named Nordom in your party you can give him a motivotional speech as fighter (use a spell to get 17+ strength) and if have an NPC named Vhailor join you can ask him if you can try his axe as fighter, both situations where you can switch class for a moment and back without loosing any XP for your mage progression.


But neither of those benefits are important and from the roleplaying point of view short class switches don't make sense, it's rather a method for powergamers who want to squeeze out everything by metagaming according to a walkthrough, don't force yourself doing so, playing mainly unspoiled and accepting that you won't get everything will probably yield the better gaming experience.