Is the weather still warm in late September/ early October? Can you go swimming without freezing?
Greece is a large country and the weather will differ. Where are you visiting?
There are many websites denoting average weather. In my experience, it should be warm enough for swimming, but by October, you may also experience rain, sometimes heavy.
We were in Greece during that exact time, all over Greece. It was warm to hot, sunny. We didn’t have any rain. We ranged from Athens to Napfiol, Delphi, to Crete, Cycladic Islands in between, Rhodes, Kas.
We/I have gone to Greece every October since 2010 and have found the weather delightful. Mostly sunny, mild, a little rain but no washouts. Usually short sleeves shirts during the day, even nights and maybe an occasional light jacket for some nights.
Maybe we have been lucky with the weather, but if you look at the average weather conditions for Greece, especially southern Greece and islands you'll find it delightful. The best thing is prices are lower and far less tourists to get in the way.
We have swam in the Aegean in October and the water is still warm from the summer heat. I would never take a dip in the Atlantic Ocean here in NH in October! It's not even warm enough in the summer!