The answer to a lot of your questions are dependent on resources. There are certainly rookie teams that form a few weeks before build season and jump right in on Kickoff day with no prior experience, and there are also rookies that get several months of a head-start like you are doing. Both can certainly be competitive given the right resources.
To answer your specific questions:
1. Pre-season Training: If your team has the money, you can buy many of the Kit of Parts components from AndyMark right now and have them shipped over. Since not many of the components change year-to-year, that would give you time to experiment and get used to the parts in advance, but it also isn’t cheap (probably about $1500-$3000USD before shipping).
If money is an issue, then perhaps training on more general engineering/programming concepts would be a good way to start. Taking some time to go over basic machining, mechanical design concepts, and programming (in Labview, C++, or JAVA) would give you a good head-start on the build season. Looking at some of the technical resources other teams have posted over the years is also a good way to learn about what to expect from a typical FRC season.
2. Build Season Management: This one is tricky and will require a knowledge of what kind of resources you can get locally (or at least from the same continent) ahead of time. A lot of FIRST-specific components like motors, controllers, and electronics you’ll have a hard time getting without getting them shipped from the USA, so those kinds of things I would recommend ordering as quickly as possible once build season starts to ensure they get to you by week 3-4 (which is about the time most teams are at the point of needing them anyways). I might also recommend contacting the customer support at VexPro and AndyMark as they might be able to make special arrangements to get your equipment to you on time.
After you get the FIRST-Specific items out of the way, then order as much as you can as locally as you can, this will save on costs and you’ll get build materials more quickly.
3. Help Needed: Geographically, the closest teams to you would likely be from Israel or the UK, however there have also been veteran teams who have been known to send mentors quite a long distance to help out new teams (the mentors from the USA that helped the new teams in China a few years back come to mind). I’m also quite sure there are a number of veteran teams who would be willing to help mentor you remotely (through Skype, email, etc) if you’re interested. If you’re ever not sure where to get help, contact FIRST HQ, they can put you in touch with the right people.
Someone always has to be the first, in this case it’s up to you if it’s going to be your team that’s the first FRC team in Greece. Personally, FRC has been a huge, positive, life-changing experience for me, both as a student and as a mentor, and I highly recommend it. However, FRC is also a VERY expensive sport, and even more so because of the amount of travel your team will have to do to get to your competitions in other countries. That said, if you have the resources to be able to afford it, it’s a terrific program to be in.
I won’t tell you whether you should participate or not, that’s a decision you have to make based on the resources you have available and how committed you are to making the team work.