What you can do immediately is delay your knight's turn until after your mage's (Delay and Escape buttons appear at the right side of the screen during combat.) This may let some of the enemies attack before your knight, though.
To fix the problem more systematically:
Battle order is entirely based on Initiative score: (Speed + Perception)/2.
Initiative is increased by the Leadership effect (+5 at low levels, +10 at high levels) and the Bold trait (+1), and by equipment bonuses to Initiative.
Initiative appears on the character sheet in the section right below the attributes list, along with Sight, Hearing and Movement.
Your mage's Initiative is probably being boosted by your knight's Leadership. Give your mage a point in Leadership and your knight will also get the benefit. Then if your knight has better speed and perception than your mage, he'll get to attack first.
