Europe in October

That question is so broad and vague it is very difficult to offer any useful advice. Everything in Europe is northwest of Athens and 5-6 days is not long. What are your interests? Where have you been before (other than the cruise you mention)? You mention Milan and Zurich. Neither is a bad place to visit, and Milan has some good things to see in particular. Both are fairly close to beautiful scenery (Italian lakes or Swiss alps) but October might not be the best time for either, especially the Alps. But neither city is on most people’s highlight list unless they are particularly interested in seeing lots of banks.

Italy is usually lovely in October. A bit late for the mountains but the cities are pleasant by October. Instead of Milan, perhaps Bologna, a good base for several smaller cities like Ferrara, Ravenna, Parma.

Agree with both previous responses--this is a bit like throwing darts, but Italy is mighty fine in October! In my one experience, so is Switzerland, so I like the Zurich idea also. If you are interested in hiking and mountains, you can be in the Bernese Oberland the day you arrive, or for a small town experience, stay in Lucerne and do day trips.
Is the heading northwest because you want to break up the trip home? I'd also consider northern Greece if not--I am interested in Thessaloniki for my next Greece trip.
I would look at everywhere that you could get to in one flight from Athens, and which would be an easy flight home, to maximize your time.

We stayed in Stressa, IT, for a few nights one October and it was glorious weather. Likewise, same trip, a week in Lausanne, CH, with postcard weather in October. Lausanne is an easy ride to Geneva airport and Stress not far from Milan, although I’d be inclined to spend the night before my flight actually in Milan.

I might suggest narrowing it down by looking at easy flights from Athens. Google Flights has a feature that lets you designate beginning in Athens on your date and then the Where is Europe. Step 2 is then checking flights from that destination to your home airport. October is a glorious time to be many places.

Here are your choices if it were 17 October. These are direct and under $250. Zoom in for more than what is shown. There is a lot of options within a 90 minute flight.

https://www.google.com/travel/explore?tfs=CBwQAxonEgoyMDI0LTEwLTE3agsIAxIHL20vMG4yenIMCAQSCC9tLzAyajl6QAFIAWD6AXABggELCP___________wGYAQKyARIYASABKgwIAhIIL20vMDk1d18&tfu=GioaKAoSCR8vDgGQ10hAEQAAgOaSl0BAEhIJ6TdVxFqZQkARAgAANJduHkA&curr=USD

Thank you for your help. We have opted to leave earlier before the cruise (mid-Oct) and spend some time in northern Italy. Hoping for good weather! We will do Venice, Ravenna, and if time permits surrounding towns. 5-6 days to explore, please comment any suggestions on what to do, what to wear, etc.

Venice and Ravenna would be perfect for 5-6 days, I would probably limit it to that, but there are certainly other places on the train line. I personally find Chioggia and the Po Delta interesting.
As for clothing, it can be so variable at this time of year (late October 2022, I was in short sleeves in the Swiss Alps), I doubt you will need much different from what you will have packed for the cruise. You can't go wrong with just checking the ten day forecast.