Maybe it simply helps to read the Rule Book?! The Rulebook is fun to read if you are a fan of fantasy board games.
I did it when i started playing and i had no problem at all in my first game.
After that i had a lot of fun checking out all the cards available and reading the entire codex supplement with all the additional clarifications.
Don't try to teach Mage Wars to people, that are to lazy to do the first step on their own (reading the Rulebook). They won't become the fans you want them to be and it's a waste of time and energy.
I personally did read the rulebook before my first match (and constantly consulted it during the first few games). But Mage Wars has so many rules that need to be remembered that almost everyone will forget something here or there on their first couple of matches.
And in my experience, the absolute worst thing you can do while trying to teach the game to new players is to force them to read the 40+ page rulebook. Nothing kills excitement like 30 minutes of absolute boredom (and there's still the chance that they won't understand the rulebook anyway). If I tried it your way, I don't think I would have even gotten one person to enjoy the game. As it is, I'm still only sitting on a 3 out of 14 success rate.
I suppose that perhaps the problem could be that a lot of casual players are prejudiced against complexity in games because they associate it too closely to "extreme difficulty I don't understand- headache, headache, not fun" rather than merely being a greater time investment.
I'm not sure if the problem is necessarily complexity, or simply that Mage Wars throws everything at you at once. A lot of board games (and card games) start out simple, and then become gradually more complicated as time goes on. For example, in Magic the Gathering each player only starts with (at most) 7 cards to choose from (some of which you probably cannot play until later on). Summoner Wars does start with things on the board, but only allows you to take a few actions per turn, regardless of how much stuff is present (in addition to a hand limit).
I think that when faced with so many choices and such complexity right off the bat, a lot of new players just panic. Which is a shame, because the choices and complexity are the absolute best parts of the game. I for one cannot go back to any traditional card game, because I'll just end up resenting the card draw mechanic.
I was thinking an OCTGN type cheat sheet, not how do I play Mage Wars cheat sheet.
I thought you might be, but I wasn't sure due to your mention of an existing Keyboard Mapping document. Out of curiosity, would it be feasible to add some (optional) buttons to the interface instead of relying entirely on keyboard mappings? Things such as: attack (roll dice), end phase/turn, add token, etc.