Greek yogurt is made from cream and milk, making it have a higher percentage of milk fat (butterfat). It is between 4% and 10% typically. Regular yogurt uses whole milk, and is no more then 3.5% milk fat.
Greek yogurt is strained, which removes water from yogurt making it more dense, firm and creamy.
Greek yogurt has more calories and more fat then regular yogurt. But it does also have more protein. You can get 0% or 2% to help with calories.