An English person would call Spain, Spain but a Spanish person would call it Espagne. What would a Greek person call Greece? I have found a word but it is spelt in Greek and so I can't interpet it.
Actually, the Greek for Greece is Ellada; I know it says "Ellas" on the stamps, but in everyday Greek it's Ellada. This isn't the place to go into an explanation of the difference between katharevousa (academic) and demotic (everyday) Greek, but believe me - a Greek refers to his/her homeland as Ellada.