It`s not hard at all to make friends in Greece. But please learn the language first, that`ll make it a lot easier. Most of the Greeks are open minded and like to have friends from other cultures, so be friendly and you`ll make a lot of friends. Also, learn where the hot spots are in the city you live in and there try to approach them, you `ll be amazed how good they`ll respond.
If you find dificult to make friends, imagine how hard is that in Scandinavia and especially in Denmark!