Nice quiz. I think Turkey is also part-Europe, part-Asia. Also Greece has a coast on the Mediterranean, so I think the clue "almost" is a bit misleading. The country that is closest to the Mediterranean, without actually touching it, is San Marino.
One other thing - you don't need to say "Remember to capital the first letter", because the quiz accepts either capital or small letters. You can write pARIs if you want and it still gives you a right answer.
Actually, Greenland is (still) an autonomous community of Denmark, like the Faroe Islands., the Strait of Gibraltar is not "on" a country but south of Spain, and if you like Greece being almost in the Mediterranean, you should see Malta. :)