Athens is, indeed, a great puzzle to solve. During the first mission there is absolutely no way to make any money, period. In fact, you can't even tax yet, if I remember right. The best thing to do there is to get built and out just as quickly as possible to minimize your losses. I did, however, spend a few drachmas frivolously and as it turned out it was the start of prosperity and plenty. I imported wheat--not to eat, but to give away to a few cities who bought it. It was the cheapest thing to import, and got me a few very needed and much more expensive goods in return.
I always try to start scratching backs as early as I possibly can, because all that back-scratching, tributes, etc. goes with you, even to your colonies, and many times it's been the only things that have saved my financial skin.
As to the oil dilemma, it pays well to keep Olympia happy. They like marble. A lavish gift of 16 marble per year (from tributes) makes them very happy, indeed. Unfortunately, Olympia's ruler is very fickle, though, and can't be depended on throughout the whole scenario to be so helpful. Luckily, several other sources for olives and oil do open up, albeit one of them had just a little convincing from a few of my hoplites.