Something that's near incomprehensible due to complexity; unintelligible.
Basically, the idea for this phrase is that trying to understand a different language is very difficult. If someone, for instance, were to speak to you in another language that you're unfamiliar with. Would you be able to understand it? No, most, if not all of what they say would be unintelligible to you. Thus, the extreme difficulty involved with understanding another language is being applied metaphorically to other things that are considered challenging.

So, a quick example: Imagine a man named Bob was having a hard time trying to solve a math question. Unable to solve it, Bob describes the math question as being "Greek" to him. In other words, he was having so much difficulty with it that it was like another language to him.

Anyways, this saying goes back to at least the early 17th century, as it's used by two different playwrights from this time period; their names being Thomas Dekkar and William Shakespeare. In Dekkar's play Patient Grissel from 1603, it reads: 

    "FAR: Asking for some Greek poet, to him he fails. I’ll be sworn he knows not so much as one 
     character of the tongue.
     RIC: Why, then it’s Greek to him."

Not long after this, Shakespeare uses the expression in Julius Casear, 1616:

    "CASSIUS: Did Cicero say any thing?
     CASCA: Ay, he spoke Greek.
     CASSIUS: To what effect?
     CASCA: Nay, an I tell you that, I'll ne'er look you i' the face again: but those that 
     understood him smiled at one another and shook their heads; but, for mine own 
     part, it was Greek to me."
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* My friend tried explaining how to fix a problem on my PC, but it was all greek to me as I'm not that experienced with computers.

* I turned on the TV and switched the channel to a soccer game, but as of right now, the rules of the game are greek to me.
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