So it looks like you're interested in learning the fundamentals of classical logic and set theory, and then paving your way towards measure theory. If you don't have a solid background in set theory, then you probably don't have a strong background in real analysis either, which to my understanding is needed for measure theory. (I don't know how you can do measure theory without even knowing what the Riemann integral is).
You should take a look at Real mathematical analysis by Pugh. You're going to need to know basic stuff like basic set theory and functions and such as a prereq, but it's a very lucid introduction to real analysis with metric space topology and compactness and connectedness and all that. It was the first book I found that had a good explanation of Dedekind cuts (Rudin's Principles of Mathematical Analysis has a very terse description. Pugh, on the other hand, has pictures!)
For measure theory, I haven't read very far through them but here is a 4-volume set on Measure theory available for free online from D.H. Fremlin. It has some introductory set theory stuff if I recall, which might be a good starting point if your grasp on logic is strong enough.
For basic logic, How to Prove It: A Structured Approach by Velleman is my personal favorite.
I have recently become interested in the foundations of math. I am interested in tracing the fundamentals of math in a path such as: propositional logic -> first order logic -> set theory -> measure theory. Does anyone have any resources (books, webpages, pdfs etc.) they would like to recommend?
This seems like it would be a popular activity among LWers, so I thought this would be a good place to ask for advice.
My criteria (feel free to post resources which you think others who stumble across this might be interested in):