The Nords take pride in being the protectors and bearers of the Thu'um.
The Nords take pride in being the protectors and bearers of the Thu'um, which they consider not to be magicka but a natural force given to them by the gods, the actual language of dragons and Divines. Otherwise, magic is not a common skill amongst the people of Skyrim and is contained to a rather small portion of the population. The commoner may overhear an adventurer tell tall tales of a powerful spell, or hear a rumor that a Jarl has employed a Court Wizard, seen an enchanted weapon, or even have their maladies treated by a Nord hedge-witch, but beyond that most in Skyrim have greater concerns than the magical arts.
The College of Winterhold, previously a rich hub of Imperial patronage, is now a middling academy of knowledge and preliminary study of magicka. The average mage may spend a lifetime barely mastering one school of magic, and the pursuit is expensive in time, wealth, and well-being. Its skilled practitioners are few, and its masters even fewer. Most in Skyrim would find themselves attending the Bards College before a Mages Guild.
This does not mean the Nords are ignorant of the supernatural or the Divines, they have just managed to find a way to co-exist with the many ancient mysteries and monsters that also make their home in this strange province. A lot of supernatural and magical phenomenon that the Nords experience is just considered a part of daily life, a struggle like any other that may be approached or avoided in many different ways. An experienced Mage or Sorcerer may find a common Nord warrior a bigger struggle in battle than anticipated.