If I get a schengen visa issued from greece embassy, and it was the first visa on my passport, can I enter germany without any problem as a first entry?
You are supposed to get the Schengen visa from the main destination of your trip, not from the first destination. You can then travel through the other Schengen states on the way. That's what the Schengen area is all about. One could, say, drive a car from France through Belgium to the Netherlands without ever stopping the car in Belgium or talking to a Belgian official.
However, you probably submitted an itinerary with your visa application. If there is a substantial change in your travel plans, the entry may be refused. For example, if you wrote that you want to see Italy and Greece and you show up in Iceland instead, there will be questions.