I think it would be fun to 'prove' the Pythagorean theorem in the following way, using only a small number of axioms that relate the physical world to the world of mathematics.
Assume that the collection of lengthts in the physical world corresponds one-to-one to the set of real numbers $\mathbb R$, and that the (physical) Euclidean plane therefore should be thought of as the vector space $\mathbb R^2$, as each point in the Euclidean plane corresponds uniquely to a pair of lengths (namely vertical and horizontal). These statements can be motivated physically and we'll take them as axioms.
Now my idea is that there might also be a physical motivation for requiring that the norm on $\mathbb R^2$ (modeling the physical Euclidean plane) come from some inner product. And if we take that as an axiom, then there is an elementary result about Hilbert spaces that says that $||x+y|| = ||x||+||y||$ whenever $x,y\in\mathbb R^2$ are orthonormal, which we may interpret as the Pythagorean theorem.
So if anyone knows a physical reason that the norm (representing lengths) should come from an inner product, I'd love to hear it.
N.B. I wasn't sure if I should post this question here or in the physics community, but I think mathematicians will have thought more about the axioms of inner products and things like that, so I think this is the right place.

The length of a 'vector' on the real line is easy to understand, and while tinkering you notice that it can be expressed as
$|x| = \sqrt {x^2}$
How can we extend this to the plane? On the plane you now have 'vectors with angles' to contend with, whenever you are not on the $x$ or $y$ axis.
Experimenting further, you notice that multiplication has some properties on the real line, and using the notation $<x,y> = xy$, you find that
$<u+v,w>=<u,w>+<v,w>$
$<\alpha v,w>= \alpha <v,w>$
$<v,w>=<w,v>$
$<v,v>$ is non-negative and equal to $0$ if and only if $v=0$.
You are excited now since the absolute value of any number is $x$ is $\sqrt {<x,x>}$.
There is only one function, called the inner product function
<.,.> : $\mathbb R^2 \times \mathbb R^2 \to \mathbb R$
satisfying (1) thru (4) and the following 'physical' requirements:
(5)' If $e_1 = (1,0)$ then $<e_1,e_1> = 1$
(6)' If $e_2 = (0,1)$ then $<e_2,e_2> = 1$
(7)' $<e_1,e_2> = 0$
so that, with (2), (5)' and (6)' you have the length of any vectors 'without' angles. The only immediate motivation for (7)' is to be able to solve this:
Exercise: Show that the length of $e_1 + e_2$, $\sqrt {<e_1+e_2,e_1+e_2>}$ is equal to $\sqrt 2$.
But, if your inner product is to 'understand angles', maybe it only needs to 'identify' just one orthogonal pair of vectors.
Using your new tool, you find that the length of any vector
$\sqrt {<v,v>}$.
is given by the Pythagorean theorem - you don't have to prove it.
You've read some of Euclid's Elements and figure this is good enough for you!
Imagine your thrill when you learn that there is a geometric interpretation of the inner product - the $cos(\theta)$ comes into play.