Can you say why you think it should be learned first? The measure theory I have seen seems to always involve sets (measurable functions, sigma-algebras etc), maybe I am just confused about something.
Of course it involves sets, but the kind of set theory you need for that is rather limited, because measure theory deals with very special cases, compared to which set theory proper looks pathological. So, it's a prerequisite to know about countable and uncountable, union and intersection, open and closed and compact, but not the contents of a course in set theory, which gets quite a bit more complicated. I know very little set theory and never studied logic.
Edit: nhamann is right, you need a first course in analysis before you'll understand measure theo...
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):