Why were Greek colonies along the Mediterranean sea?

Athens was the most active in establishing colonies. The reason was a) that Athens was a trading nation, and it helped having your own people established in places you wanted to trade with. Moreover, its trading and seafaring tradition made it relatively easy to convince people to go and settle elsewhere. And b) Athens had the problem that its mountainous and thickly forested hinterland offered too little space to house and feed a growing population. That made the decision to try your luck elsewhere in a colony with yours kinsmen and in a familiar cultural setting and with regular contact with people from the 'motherland' much easier.