Depending on your citizenship and on the duration of your participation to Erasmus+ programme you may need to obtain a visa before coming to Greece.
To know if you need a VISA to come to Greece you can check the website of the Ministry of Foreign Affairs: http://www.mfa.gr/en/visas/visas-for-foreigners-traveling-to-greece/countries-requiring-or-not-requiring-visa.html
A detailed practical Guide for Visa and Residence Permit as well as other information for incoming students to Greece are available at the following website of the Ministry of Foreign Affairs: http://www.mfa.gr/en/visas/visa-types/national-visas.html
Additionally, you should contact the nearest authorized Greek Embassy or Consulate in your country, in order to be informed about the required documents and the formal application procedure.