Hi Claire, we regularly sail in Greece in early Jul (with friends at greeksails.com).
Believe me, you will NOT want a sleeping bag, thin or otherwise. We usually sleep with nothing but a sheet and often not even that. If you really really want to take something with you, then a sleeping bag liner (only) should be more than enough.
Any self-respecting flotilla operator should supply you sheets, pillows, pillow cases and some thin blankets, although it’s very unlikely you’ll be wanting the blankets. Instead you need to be wondering about wind scoops - ask the operator whether they provide them. If you can arrange these above a hatch they direct air down into the boat and help keep you cool.
I usually sail with just my wife so we take the forepeak with a hatch right above us. We also usually anchor off which is quieter and allows the boat to swing with the wind. The significance of that is the wind scoop points into the wind increasing the air flow.
Not sure quite what a wind scoop is? Then have a look here: http://www.force4.co.uk/1454/Force-4-Wind-scoop.html
Enjoy your trip to Greece