The default font, Computer Modern Roman, just does not have the glyphs for these Unicode characters. There are several possibilities to point out:
Math symbols
If the intended use of the characters is as shortcuts for \alpha, \beta, etc., then use the newunicodechar package:
\usepackage{newunicodechar}
\newunicodechar{α}{\alpha}
...
Internationalised typesetting
If you're looking to typeset a document (or part of a document) in the Greek language, use the polyglossia package:
\usepackage{polyglossia}
\setotherlanguage{greek}
\newfontfamily\greekfont[Script=Greek,Ligatures=TeX]{Times New Roman} % Has Greek characters
...
\begin{greek} ελληνικά \end{greek}
Random usage
If you need these characters for occasional use in the normal text, you can also use the fontspec package without polyglossia to load a font that has the glyphs. You can do it either globally (change the font altogether) or just for these characters:
\usepackage{fontspec}
\newfontfamily\timesfont[Ligatures=TeX]{Times New Roman}
...
The Greek letter alpha follows: {\timesfont α}