First up, Greece is only a very small part of the world's economy (44th highest GDP), and investors have had a long period of advanced warning to pull money out or otherwise game plan for a government collapse. At this point, the risk of a Greek government default and subsequent troubles has been largely priced into the market. Thus, there is little risk of a Greek default triggering economic meltdowns across the world. Some bad days on the market, yes, but nothing apocalyptic.
It is, though, instructive to watch how events have led up to the current situation and watch how they will unfold in the next few weeks. Government defaults follow similar progression and if you know the signs and eventual progression, you can prepare for them that much better.