Actually, I have this feeling all the time when I’m doing my grad work. If you’ve dabbled in higher-level math at all, you probably have had this feeling too. That’s why we like Greek letters, capital letters, italic letters, script letters, and even a few Hebrew and Danish letters (can you think of which Danish character I’m thinking of?). I know all my Greek letters, not because I know any Greek, but because I’ve been exposed to every single one of them through mathematics. Do you think you could name them all too? If you think you’ve got what it takes, go ahead and try this sporcle quiz :-).
On a more serious note, I do always take the time to introduce new Greek letters, just like any other new notation students haven’t seen before. We practice drawing the symbol, I discuss the difference between the lowercase and capital version of that letter, and we appropriately name the symbol. I go to great lengths to do this because I’ve been in a lot of grad classes where the teacher assumed you knew what his/her squiggles meant on the board. I think it’s the nice thing to do to stop and explain your notation.