We actually did this cruise from Athens to Rome and then on to Barcelona at the end of October/early November a few years ago. The weather was hot (7O's) and clear to slightly overcast in Greece and along the Italian and French coastline. Bring summer/fall transitional wrinkle free clothing that you can layer: capris, walking shorts, lightweight pants or jeans, and tee tops. Lightweight rain coat or jacket (I like to bring my LL Bean raincoat or jacket, just in case the day looks stormy or windy.) Lightweight sweater/sweatshirt that goes with other tops and bottoms, and very good walking shoes (I am partial to Clark's footwear.) The days will be casual, touring in town. If you plan to visit churches, wear long pants or a travel skirt, not shorts (my Catholic upbringing is showing.) For other sights, be comfortable. The temperature got into the 80's at times, but can get cool at night in town or on the ship's deck. The day we stopped at Capri, it was raining for part of the day and was very cold on top of the island, and I was not prepared for that. So I learned to bring a tote with our necessary items including a jacket or sweater when we left the ship.
Evenings: I depend on my wrinkle free black ottoman knit slacks or skirt from Coldwater Creek, paired with a lightweight dressy top, or dressy jacket for dinner. Some of the women choose dresses but I like to bring more versatile pieces that can do double duty. Men can get by with nice sport shirts, sweaters or a coat (tie not required or expected.) My spouse likes to bring his black silk sweater, or other such travel worthy item. Plan to wear the same thing at least twice during dinner, no one is keeping tabs on your apparel.
Important to check the weight and size restrictions for your airline. As I recall, the overseas flight weight limits are much lower than in the USA. Some airlines, like Luththansa, were strictly enforcing those limits. We researched and picked up a Delsey Helium Lite suitcase for this trip, which saved us about 10 pounds over our normal luggage on wheels. It pays to research the new lightweight luggage. You can pick up a decent piece for under $ 100 at a local discount store and if the bag gets wrecked, which they all eventually do, it's no big loss.
This was probably the most fabulous trip of my life. I loved the ship (we've been back!) While not on the order of a large cruise ship, this cruise line is just what we like--more intimate, nice digs, kind and congenial service, and we were really impressed with the dining on all 3 Windstar cruises we took. We also like the smaller Windstar and Windspirit, not the Windsurf which carries twice the passenger load.
I wish I was going again!