Field mice have a few desirable charateristics ... the mice grow fast up til 2.5 weeks old, then they grow extremely slowly. They also have decent litter sizes ... 8-10.
With wild caughts you have to watch out for internal and external parasites. They are usually not resistant to myco, and may have other diseases which your "lab" mice arent resistant to.
Deer mice are the ones that carry Hanta Virus, its nearly 25% that carry it.
You also need to make sure it isnt voles ... voles are almost purely vegetarian.
I have an "experiment" colony of field mice. They have been in captivity for 5 generations ... no luck on crossing them ... but its only been 4 months. I've seen my brindle male getting busy ... but no litters as of yet.
Id let the wild one go and work with lab breeds.
Bryan