If its asking for a state then it sounds as if you clicked on the top default country of U.S and opened a U.S paypal account instead of scrolling down the countries to select your own country.
Go and click on settings (cog next to log out) and then look under nationality on the left side of that page.
If it shows U.S you need to close that account and open one for Greece.
Advice is voluntary. Kudos / Solution appreciated.
