If you live outside the EU or UK be sure to bring an International Driving Permit with you.
Traffic in Central Athens is a nightmare for first-time visitors. Rent your car from one of the agencies at the airport so you can drive around Athens, instead of through it, on your way to the Peloponnese. Return your car to the airport and take the Airport Express Bus X96 to the ferry port at Piraeus.
Book your car in advance if you need an automatic transmission. Otherwise wait until you arrive and inspect the car carefully before agreeing to rent it.