I arrived in Costa Del Sol and went walking to the south and found a place with Chocobo tracks, by the quick sand place. However I didn't bring any extra greens with me. I can't back to the other island from Costa Del Sol (that I know of). Is there somewhere I can buy more greens? Or is that not how I get the Chocobo?

BTW, I'm assuming I need the greens, because if I don't feed them one during combat the Chocobo always retreats before I can kill all the additional mobs involved in the encounter.

As far as I'm aware, the only place to actually buy greens are from the Chocobo Ranch - some monsters tend to drop them from time to time after battle as well, but it's quite a rare occurance.

Don't worry, there is no need to ride a chocobo at that part of the game anyway so it's not an issue. And you can go back to the Eastern Continent again in a short time from where you are in the story anyway (not wanting to spoil anything for you but you get a buggy which allows you to drive across rivers and can take it back to the Eastern Continent by using the Cargo Ship, but it's a rather complex process, so bare with me).

Once you get the buggy, simply drive it back to Costa del Sol and actually drive it into the town. You'll appear inside the town as normal. After doing whatever you need to do, head down to the docks and speak to the sailor on the wharf, and pay the fare he asks for to board (I think it's 100 gil or something). After the cargo ship heads back across the ocean you'll appear in Junon.

After doing whatever you need to do there, you can either head all the way back outside via the elevator and through Lower Junon, or you can simply speak to the sailor in the second area of Junon (near the docks) and ask him to call you an air taxi.

Once the helicopter arrives, ask to go 'outside Junon' and you'll reappear back on the Eastern Continent in the buggy! To return to the Western Continent, simply drive the buggy back into Junon and reverse the process (you'll have to pay the Shinra Soldier by the gate a bribe of 10 gil in order to do so though).

Fantastic, thank you, very descriptive :)