It is not currently possible to travel to Greece by train from any country, your best best is to go as far as Bucharest by train and then take a bus...it is actually possible to take the train as far south as Sofia, but bus connections from there to Thessaloniki seem infrequent, whereas from in Bucharest you have connections pretty much every day (taking about 10-12 hours to reach Thessaloniki).
Be sure to stop in either Brasov or Sibiu on the way south from Sighisoara, both are well worth a visit...also, if you fancy a beer with a fellow FTer here in Bucharest, I'd be happy to show you a pub or two
