'I go home to Greece'.
There is a very simple rule here - the preposition 'to' indicates movement from one place to another.
'Go' describes movement, and a change of location, so you use 'to'.
It's the same for any verb describing movement - come to school, drive to work, fly to Australia, walk to the beach, run to the station, swim to the island.
If there is no movement, you can use 'in'. 'In' describes a fixed location, for example, 'My home is in Greece.'
I hope that makes sense.