Hello
I completely agree with Clicio... Mango tree is very likely to frustate you, the leaves are huge, to make it work like a bonsai it should be a huge Bonsai, that demands some knowledge and a lot of time and space even for tropical environments, and you also have this climate issue, so I would say choose something more suitable for bonsai, and for you climate.
Also I would advise to start with smaller bonsai, yes big bonsai are very cool in my opinion, but it's easier to learn how to run if you already know how to walk, so start small...
And well, if you decide to still go for it, good luck.