When someone cites one of your papers, is it a good idea to send an email to the authors to show appreciation? For an early career researcher in physics or science in general, is it a good idea to send a "thank you" email to other authors who cited one of the researcher's papers? Will this be perceived in a positive way and even start a possible collaboration, or it will be cheesy?

Notice that in physics, where people post online versions of papers before publications (on the arXiv), it is very common (sometimes annoying) to receive or send letter to request citations to your own paper when one finds a similar/related but yet unpublished work. 

This question obviously applies only to early career researchers who receive few citations per week.
Straight answer: NO it's not a good idea

Citing someone is (and should) be neither a favor nor a gesture of politeness. So there's no point to send a thank you email. Thanking someone for a citation seems a way to beg for something. If you want to collaborate send an email explaining why you want to collaborate, or mention that you have read their paper when you meet the author/s. Take pride that someone more senior or expert has cited your work and move on.