Yes - there is a beach in Thessaloniki, in Krini - the seaside area of Kalamaria. However, you cannot officially swim here. Nonetheless, many local people, especially older people, take a dip here. There is a self-service cantina with snacks and ouzo-meze, and lots of seating right on the beach. There is also plenty of shade, and a shower. To get to the Kalamaria Beach, you take the bus 5, get off at "Plaz," and walk down the hill.