You don't sound crazy at all. I think it sounds like a great idea and I totally get why you need to do it.
This is long but it should help you a lot.
First, some questions so I can give you better info:
1. Are you from Croatia originally and/or do you speak Serbo-Croatian do some degree? Some language ability will be very helpful in asking for directions and such as well as just talking to people and asking about whatever local areas you end up passing through.
2. Have you created an account on couchsurfing.com and/or checked out
http://hitchwiki.org/en/Europe?
3. Will you be mainly sticking to the cities to be near accommodations or taking your tent out into nature and the countryside?
4. Have you got a toiletry kit?: toothbrushes (always have 2 or 3 in case something happens to one), soap, shaver, deodorant), a towel, and some basic meds like Dulcolax just in case?
5. What sort of clothing are you bringing and how much of it? It's always good to have 2 or 3 more pairs of socks and underwear than you think you will need because you might not always have time to wash your clothes on schedule but you should always change your underwear and socks at least every day to avoid the rot.
6. After you have hung out in Greece, will you be returning by bike/foot as well or by some other means like a bus?
7. When you say that your funds are nonexistent, do you mean $0 or will you at least have enough food for 1 or 2 meals a day? A "meal" can be as small and simple as a locally-made sausage or two purchased from a vendor at a street cart or some leftovers you bought from the granny of a guy you met in town whom you asked if he had any leftovers you could buy. Don't worry too much about bottled water if the tap is drinkable as you can just get a water pouch or canteen and fill it whenever you stop. If you are in the countryside, you can boil river water (if you have a little stove and pot) and put that in your canteen and/or ask a local if you can fill your canteen from their tap when you pass a village. You will be burning calories so you should be able to consume at least the protein equivalent of 4-5 bratwursts and the water equivalent of 3-4 normal-sized water bottles per day in order to stay hydrated and avoid losing muscle mass. Don't shy away from bread and potatoes for the carb energy but definitely don't forget to get your protein.
8. Do you have a big metal flashlight to use for when it's dark and/or you need to defend yourself from some local thug (a lock in a sock is good for this too - not sure what the laws are in all those countries regarding having a knife on you for protection)?
9. Do you have padlocks for your backpack so that nobody can get their fingers in their while you are walking through town and/or when you are asleep?
10. Do you have a heavy duty bike lock so nobody steals your bike while you are sitting in a restaurant or sleeping (bike locks can also be used for self defense)?
11. Do you have real athletic shoes/tennis shoes or are you thinking that you will do this in sandals (don't do this in sandals)?
12. Do you have a physical map so you do not need to bring your phone and do you have a notebook (preferably a composition book as they are durable) so you can write a journal (use both sides of the paper) and jot down the contact info of any interesting people you meet and would like to keep in touch with or visit again?
13. Do you have a waterproof cover of some kind for your backpack and a large ziploc plastic bag for your notebook, map, and other items that should not get wet?
14. Do you have a camera? You may regret it later if you don't have one. Don't get a big expensive one though. A standard pocket camera will do as long as the image quality is good.
These are some things off the top of my head.
*Pro Tip: Most people overpack but that just weighs you down and makes you more tired faster because you have to lug the extra weight everywhere. If you can find it, scavenge it, and/or ask for it (such as asking a local if you can fill your canteen at their tap), then you probably don't need to bring it unless it is toiletries and/or meds.
As for what route to take, I would recommend:
- Go down the coast of Croatia until you reach Split.
- Then head east to Mostar, Bosnia.
- From Mostar, head southwest Međugorje
- From Međugorje, keep going until you reach Dubrovnik
- From Dubrovnik, head south to Montenegro.
- Start going east inland once you reach Kotor in Montenegro because there is a lot of nature, mountains, rivers, etc. in the interior of Montenegro
- Make a pilgrimage to Ostrog Monastery in Montenegro (pretty much directly northeast of Kotor in more or less the center of the country)
- From Ostrog Monastery, make your way south to Podgorica.
- From Podgorica, venture to and through Thethi, Prokletije, Çuka Dunishës, Hajdaraj, and Bajram Curri in Albania to get yourself to the border with Kosovo. Kosovars and Albanians share language and history so you should have no trouble crossing the border from Albania as you might if you had tried to cross from Serbia.
- The road that you have been taking from Bajram Curri should take your through Gjakova and Prizren in Kosovo.
- From Prizren, go south on the road to Dragash and Brod (great side trip but you will probably have to turn around and return to the main road after Brod) or skip those two places and take the main road to Gllabonica.
- From Gllabonica, keep taking the main road to and through Mavrovo National Park in Macedonia (this is where your tent comes in handy) and continue all the way south to Struga and then from Struga to Ohrid.
- Since you mentioned Athens specifically as your destination, I recommend that you continue from Ohrid to Bitola and cross into Greece by taking the road going south from Bitola (the A3 road I believe) until you reach Graničen Premin Medžitlija.
- From Graničen Premin Medžitlija, take the road going south and cross into Greece heading toward Níki but turn off onto the A27 road before you reach Níki.
- Either keep following the A27 road all the way to Athens or go rogue, get lost, and explore Greece however you see fit.
*When I say to take these roads, I mean you can hitchhike, ride your bike down the side of the road, or just use the direction of the road as a general guide while you bike down some other nearby road(s) going in the same direction.
*Another pro tip: Use an online translator to write the same message on some cards with each card having its own language. The message should be something to the effect of:
"I have left my possessions and am traveling alone solely by my own power and the grace of God/Allah (depending on whether you are in a majority Christian or Muslim area) from my home in Croatia to Athens in order to test my faith and focus my mind away from the things of this world and more towards God/Allah. I greatly appreciate any help with directions or advice about the area (don't ask for food - if someone wants to give you food, they will offer to on their own). May God/Allah bless and protect you and your loved ones forever and always."
This should get you some help without you having to beg or appear to be some kind of random hobo without a cause or dirty stoner trying to "find himself" by slumming it with the hicks in the sticks. It will also add a spiritual element to your quest which I get the impression is something you want. It should go without saying but keep your other cards tucked away in an inner pocket of you locked backpack when you are not traveling through an area where their languages dominate and only use one card at a time. This card also lets people know that you most likely don't have a lot of expensive tourist gear and electronics on you that might be worth stealing - plus only the most hardcore psycho would ever think to rob a religious pilgrim who probably doesn't even possess anything of great value.
As an added bonus, if you are at the point in your life where you are wanting to get married and have a family with a traditional girl, you will probably find that a lot of folks you meet will be impressed by your piety and determination and suggest to put you in touch with their granddaughter/niece/cousin/whatever who is of marriage age and looking for a good husband.
*From the sound of it, this is a right of passage/spiritual adventure and not a trip for women. That is good as we need those sometimes. Don't worry about women. Keep hygienic and all just for yourself and in case you meet any girls whose info you can log into your notebook (I recommend not bringing a phone as it will distract you from your quest and you can just ask to borrow a phone from someone else who is actually on a local phone plan if you really need to). If you meet a woman or two, great and you can log their contact info into your notebook. If not, that doesn't seem to be the purpose of this quest anyway so don't sweat it.
I hope this all helps and good luck man! Let me know if you want more tips or have any specific questions.