I started with Greek not so long ago, and it is an adventure and a challenge. I proceed quite slowly and only start to explore the first few skills of the second unit.
I guess it is still easier than e.g. Hebrew or Arabic because some of the letters are equal or similar to the Latin alphabet, but on the other hand there are "false friends" that look familiar, but represent a different sound.
It is a little like learning to read in my native language for the first time in primary school. There is a big difference though: when I did this, I already had a decent vocabulary, I just hadn't been aware of the visual (written) representation of all these words I already knew.
So, I would read unknown words letter by letter, aloud or silently subvocalising, and then there would be a click: "oh, this is what is means!", and it made me proud of being able to read it. Can you imagine what I mean? As my Greek vocabulary is very, very limited yet, I miss this moment on most occasions.
My strategy up to now has been to focus on the letters a lot, trying to get friends with them, e.g. learning their names, drawing them on large sheets of paper (I remember we did that in primary school, too ). But there might be different approaches like learning words only by their sound and maybe a picture first, deferring all reading and writing to a later stage.
How do you go on about this if you are learning a language with an alphabet you are not familiar with?