Alphabet

Your book (Athenaze I), on page viii gives you the alphabet and an approximation of the way those Greek letters were pronounced. Some are still pronounced the same way in modern Greek, some are pronounced quite differently, especially diphthongs (ai, au, ei, eu, and oi). But that needn't concern us here.
As you look at the Greek alphabet, 3 things should strike you:

the Greek letters are different from ours - pretty obvious, but I hope not too daunting
the Greek order is not the same as ours. In itself, not very important, unless you want to look up a word in the dictionary. And don't know where to look for
- ξ (pronounced ksi): between ν and ο.
- φ the equivalent of our f but in a totally different place, towards the back of the alphabet (after υ the equivalent of French sounding u ), where we have v, w. And other discrepancies.
there are funny marks all over the vowels. Are they important? for decoration only? to make our lives difficult? They are supposed to help us pronounce Greek correctly. If nobody obliges you to learn to use them yourself, don't bother your head about them too much, at least not in the beginning. Just note they exist and let them help your pronunciation. I'll get back to them in a minute (or two).

alpha	Α	α	ἄλφα
bêta	Β	β	βῆτα
gamma	Γ	γ	γάμμα
delta	Δ	δ	δέλτα
epsilon	Ε	ε	ἒ ψιλόν
zêta	Ζ	ζ	ζῆτα See my reasons
êta	Η	η	ἦτα
thêta	Θ	θ	θῆτα see controversial sounds
iôta	Ι	ι	ἰῶτα
kappa	Κ	κ	κάππα
lambda	Λ	λ	λάμβδα
mü	Μ	μ	μῦ
nü	Ν	ν	νῦ
xi	Ξ	ξ	ξῖ
omicron	Ο	ο	ὂ μικρόν
pi	Π	π	πῖ
rhô	Ρ	ρ	ῥῶ
sigma	Σ	σ, ς	σίγμα
tau	Τ	τ	ταῦ
üpsilon	Υ	υ	ὒ ψιλόν
phi	Φ	φ	φῖ see controversial sounds
chi	Χ	χ	χῖ see controversial sounds
psi	Ψ	ψ	ψῖ
ômega	Ω	ω	ὦ μέγα

The Alphabet