In Kidushin it discusses the obligations of a father toward a son.
One of the possible obligations discussed is teaching one’s son how to swim. Rash”i asks why, and answers that maybe he will be in a boat that is sinking, and if he can’t swim, he’ll drown.
I would suggest that in the world we live in, and with the rising rate of muggings in our own area (don’t believe me, ask anyone in Flatbush Shomrim) that learning self defense falls into the same category.