In Euclid's proof, if $p_1, p_2, \dots, p_n$ are the only primes then $p_1 \times p_2 \times \dots \times p_n + 1$ is not divisible by any of $p_1, p_2, \dots, p_n$ (because of some algebraic facts), which makes another prime and is a contradiction.
The proof makes sense logically, and I tried some numerical examples to "feel" the proof better but...
$2 \times 3 \times 5\times 7\times 11\times 13+1$ is not a prime! $2 \times 3 \times 5\times 7\times 11\times 13 \times 17+1$ is also not prime! Why is the general case proof is not working for these examples?
Suppose there are finitely many primes. Then we can enumerate them as a set $$P = \{p_1, p_2, \ldots, p_n\}.$$ The number $m = p_1 p_2 \ldots p_n + 1$ is either prime or composite. If it is prime, then we have found a prime that is not among the finite set $\{p_1, \ldots, p_n\}$ of primes we assumed to comprise the collection of all primes. If it is composite, then it is divisible by a prime. But it cannot be divisible by any of $p_1, p_2, \ldots, p_n$, for upon dividing $m$ by any of these primes, it leaves a remainder of $1$. Therefore, $m$ is divisible by a prime that again is not in the presumed set of all primes. In either case, a contradiction is obtained in which the assumption that there are finitely many primes is violated.