adio—goodbye— is spelt in Greek antio, and is pronounced the same as adio in Spanish etc. Many Greek speakers seem unaware that antio is a foreign word (am I correct to say this?) and actually pronounce the 'n', andio, so you can confidently say 'adio; or 'andio' without raising any Greek eyebrows. Apologies for lack of Greek alphabet in this post. Hope it is clear.
Why do we use ένα for some nouns and μία for others?
Because of grammatical gender.
All Greek nouns have one of three genders: masculine, feminine, or neuter.
Masculine nouns take ένας, feminine nouns take μία, neuter nouns take ένα.
You can't generally predict from the meaning whether a given word will be masculine, feminine, or neuter -- it's just something you have to remember.
You can usually predict the gender from the ending of the noun, though:
- masculine: -ος -ης -ας
- feminine: -η -α
- neuter: -ι -ο -μα
So ένας αετός is masculine, μία κότα is feminine, and ένα ποντίκι is neuter.
(That's not foolproof, though; for example, μία οδός "a road" is feminine but ends in -ος; γάλα "milk" is neuter but ends in -α. But it's a good rule of thumb.)