1.) "Greece": Yep, there is a "pseudo Greece" in this world. That's Ionia, somewhere southwest of Lancrest and the Baronies. As far as continental distances go it's actually not that far away.
2.) Gods: The standard D&D pantheon is the norm in this part of the world, Ionia has its Olympian gods, and the far North has the Asgardian pantheon.
As far as organized religions in Kirborg go, there's the Pelor chapel, the Ehlonna shrine, and the Asgardian temple. (The last is primarily dedicated to Sif, but open to the worship of all Asgardian gods.) Not everyone in town is a follower of any of those gods and attends church services regularly. There are worshipers of other gods around, but the just say their prayers at home (or wherever).