Hi Ed!
It sounds as if you may be in Greece for business reasons, and want to make the best of it. Yes, there ARE many wintertime events and activities to enjoy in Athens (and also in nearby Nafplio, which you should consider) ... but this website may not be the best place to get the best suggestions from locals. RS forum has many travelers posting, from USA and Canada, but very few from Europe, and no Athens natives, at least to my knowledge. By contrast, Trip Advisor Greece forum has regular contributors that live and work in Athens and are very knowledgeable about winter highlights, both for adults & children. I strongly advise you post your query there.
As Mentioned, Nafplio is a place of interest in winter as well as summer .... and is easy to access (hourly bus takes 2.5 hours, on modern intercity highway). It's considered THE most beautiful Old Town in Greece... on a peninsula, surrounded by water, backed by a huge Gibraltar-height "rock" topped by Fortress of Palimidi. Other medieval forts/castles, stairstep streets, fun for energetic kids. This website http://www.visitnafplio.com/ -- is FULL of highlights; click on EVERY link! Tells how to get there, too (rental car for 4 could be cheaper than bus). It's worth staying overnight (or even 2 nights) as long as you don't have some prepaid no-refund locked-in Athens lodging. A video on the website, made in February, shows that Nafplio is charming even in winter.
If you DO venture the drive from Athens to Nafplio, there are two really fun things for family (1) jump off the highway near the Corinth canal, at the "Isthmia" exit and you can walk across the Old Bridge & see the canal (SO deep!!! SO skinny). And (2), just about 10 miles past the canal, on RH side, just 5 mi off big highway, is a great little-known sight -- NEMEA. It's the "runner-up" to Olympia as Sacred Games site, and has been beautifully authentically restored. Ruins, temple columns, and a Breathtaking Stadium... kids can run from the Actual starting lines used by ancient Olympic athletes.
