As a huge Greek flag flew over central Syntagma Square, Greeks from all over the country and abroad chanted "Hands off Macedonia", "Macedonia is Greek" and "We won't leave until we are vindicated".
Athens objects to Macedonia's name, arguing it suggests that Skopje has claims to the territory and heritage of Greece's historic northern region of the same name.
However, leftist Greek Prime Minister Alexis Tsipras has been considering a resolution to the 27-year-old dispute, angering many opposition members and his own nationalist coalition partners.
Organisers said they expected around a million participants on Syntagma Square.
"Macedonia is Greek and only Greek. They are trying to steal history. We all have to fight and let the world know," said Allia Sarellis, a member of the Greek diaspora who flew in from the United States.
Around 2,500 buses from northern Greece and two ships from Crete brought thousands of demonstrators, reports said. Police declined to give numbers.
"Thousands of Cretans have shed their blood for Macedonia," a bearded Cretan protester told Skai TV.
The protest -- the second on the Macedonia issue in a fortnight -- has been organised and funded by Greek diaspora groups, with the support of retired officer associations, cultural unions and church groups.
Renowned Zorba the Greek composer Mikis Theodorakis will be the keynote speaker despite battling health issues at 92.
Theodorakis has trouble walking, but was galvanised after self-styled anarchists vandalised his home with red paint late yesterday.
Anarchists were planning a counter-protest nearby, with riot police deployed to keep the two crowds apart.
Two weeks ago, tens of thousands had protested in Thessaloniki, the capital of Greece's Macedonia region. Police had estimated the turnout at over 90,000, while organisers claimed at least 400,000 attended.
The dispute has remained unresolved since the former Yugoslav republic's independence in 1991.
Greece considers the name "Macedonia" to be part of its own cultural heritage, as the province was the core of Alexander the Great's ancient empire.
The government has accused far-right hardliners and the neo-Nazi Golden Dawn party of trying to exploit the issue.
Georgia Bitakou, a journalist and former fight promoter, insists the rally is non-political.
"We are all patriots. There are no parties, no colours. Our only goal is to give a mandate to (state) representatives," she said.
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