It was one of those perfect days designed for kicking off your shoes, slapping on some sunscreen and reaching for the brain's off-switch: the warm Greek sun was glowing in a vivid blue sky, the Ionian sea was glittering and the white sand beach stretched out into the hazy distance. "It's a perfect day for sunbathing," I murmured to my wife.

That may have been so, but we were about to grapple with questions bigger than "Where did I put the suntan lotion?" We were in southern Greece for deeper reasons than simple relaxation.

So, rather than reclining on a sunlounger, we found ourselves sitting with eight others on wooden chairs under a 600-year-old olive tree, waiting for a professor of philosophy to enlighten us about the purpose of human existence.

In the fourth century BC, the original Greek philosophers – Socrates, Aristotle and the rest – would walk with ordinary people through markets and streets, arguing and debating as they went. The philosophy walk, a new activity offered by the Costa Navarino resort in the Messinia region of the Peloponnese, aims to emulate that, but with walks in the countryside.

The luxury resort, which opened in 2010 and comprises two hotels, six restaurants, spa, outdoor cinema and golf courses, may seem an unlikely base for such pursuits, but the walks are part of its "Authenticity Programme" of activities to help visitors delve into Greek history.

Why not embrace a few days of sun, sea and Socrates, and try, as the organisers of the walk suggest, to enjoy the "physical pleasure" of thinking? Considering the severe economic woes of modern Greece, perhaps the philosophy of the country's ancient past can shed some light on how to live a good life.

The philosophy walks are led by academics: ours was Professor Pericles Vallianos who, with his steel-rimmed glasses and long black coat, bore an uncanny resemblance to Fabio Capello. "Where we are standing is the cradle of the ancient Greek civilisation," he boomed. "It is a place full of cultural meaning and memories and myths."

Today's talk was about democracy – on other days the topics could be nature, humanity or ethics – and the professor handed us some printed sheets detailing Euripides' views on democracy.

"Politics was invented in ancient Greece," he said. "In ancient Greece politics became an object of critical discussion. The political institutions and structures were not taken for granted – they were there to be criticised and discussed."

But democracy, for the ancient Greeks, could only work in societies with small populations who all had a shared common interest. The professor's description of the original concept of democracy made me reflect on how different that notion of community was with from the way societies are organised today.

Modern city life, the life I know, isn't about shared interest and small communities but about being just another stranger in the crowd. That can be a good thing, but, as the rioting last summer showed, when people don't feel like they have a stake in the society, they don't feel any loyalty towards it either.

We all listened intently. Having talked for 15 minutes, the professor invited us to get out of our seats and set off walking with him – and to feel free to ask questions. "Isn't it a bit odd to be starting a philosophy walk on the golf course of a luxury hotel?" I asked. "Not at all," he said. "This may be a luxury resort, but philosophy is not a luxury – it is about the basic questions of human existence."

The starting point of Greek philosophy was nature, and the professor invited us to look with fresh eyes at our surroundings and to reflect on the nature and beauty of the Messinian landscape. I saw my wife cradling our baby – who was on her first trip outside Britain – and thought about how for Laila everything really was new. Messinia is an especially stunning, unspoilt part of Greece; narrow roads lined by olive and orange groves, the home of King Nestor, written of in Homer's Odyssey, whose palace, built 1,300 years before Christ, is one of the region's most notable archaeological sites.

We had spent the previous morning at the stunning Voidokilia beach, a natural horseshoe-shaped bay with sparkling green waters and powdery white sand. It must be one of the world's most spectacular beaches.

The shadows started to lengthen, the sun began to set and the blue sky turned pink. A few others engaged the professor on the subject of the ancient Greeks' reliance on slaves, but I had another question: "Considering the mess that Greece is in today, and how nervous people are about their jobs and livelihoods, isn't thinking about philosophy a bit pointless?"

The professor turned to me and said, "No. That is why philosophy is even more necessary! When things are unstable, thinking about these ancient ideas provides some kind of reference."

And with that, the philosophy walk was almost over. Had it made me think better and harder? It had been stimulating listening to the professor – the walk was like a window through which to peer afresh at one's own life. And spending a few hours walking in the beautiful Messinian countryside, surrounded by nature in a landscape of wizened trees, mythic kings and ancient gods was a wonderful reminder of the virtues of simple pleasures – of having what you want, and wanting what you have.

• Four nights' B&B based on two adults and a child sharing a deluxe garden room at the Westin Resort, Costa Navarino (+30 27230 95000, costanavarino.com) costs from £1,125pp. The price includes return flights with Aegean Airlines (aegeanair.com) from Heathrow and transfers from Athens. This offer is available on bookings made before 31 March, and is valid for travel from 1 April–14 June, and also 16 September–31 October. The Philosophy Walks will recommence on Saturdays from 7 April, price €25pp. For more details or to book contact Chic Locations on 020-8944 1973 or see chiclocations.com