I think Euclid is fine as a historical document and interesting in a broad sense, but its kind of silly to start with a document from 300 BCE when you could start with, for example, "How to Solve It" (Polya). And even that text could use a rewrite to make it much more readable.
I have completed substantial education in both mathematics and physics and I would say one of the weaknesses of the standard system of courses in physics is that it more or less recapitulates the development of physics in a historical shape, which substantially obscures mathematical structures which are shared between disciplines developed at different times. For example, unless you were lucky or very curious you might never appreciate that the bras and covectors relate to kets and vectors in fundamentally the same way. You might only have had a vague sense that physics involves making a lot of sandwiches.
Don't get me wrong, I'd be delighted if my kid's school broke out The Elements, but I just don't think its an obvious pedagogical strategy to start math instruction (self or otherwise) there.