It's not! Africa is about 14.5 times the land surface area of Greenland. Greenland is an island nation and Africa is a continent made up of many countries. The two land masses are totally different from each other.
As Xray said, Greenland is actually much smaller than Africa.
The reason it appears so large on maps is because it's impossible to perfectly map a sphere onto a 2D plane, so our rectangular maps have a lot of distortion near the poles, making Greenland and Antarctica look absolutely huge!
Using a globe however can help you to understand the actual scale of Earth's continents, as a globe is already spherical and thus there is little to no distortion.