I have trouble remembering that Greece is called ギリシャ.
Understanding the etymology behind would probably help me?
What is the etymology of the word ギリシャ?
What language(s) was the name inspired by?
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The Japanese Wikipedia offers an explanation, unfortunately not backed by any reference:
ギリシャあるいはギリシアという名称は、ラテン語名の Graecia （グラエキア）がポルトガル語で Grécia （グレスィア）となり、これが宣教師によって日本にもたらされ変容したとされる。
So it seems that the Latin name of Greece is
Grécia in Portuguese, which in turn became what it is in Japanese when (Portuguese?) missionaries visited.