It's pretty tough reading, but Landau's Foundations of Analysis starts with 1 is a number and works axiomatically through the basic proofs of algebra. I used to ask my Calculus instructors all sorts of questions about math after class, and one referred me to this book.
The pdf of a scan of this book can be found here.
http://www.math.purdue.edu/~lipman/503/foundations-of-analysis.pdf
It's possible that I was referred to this book as a way of my instructor getting rid of a college kid that asked pesky questions.
If that isn't your speed, you might look into books on abstract algebra. This seems to be the first course for math majors where they really dig in and start going over proofs. (I don't really know, I was a physics major and didn't follow that path.)
I enjoyed working through this book:
http://abstract.ups.edu/download/aata-20130816.pdf