The exodus from the Idomeni camp was sparked after leaflets were apparently posted giving instructions on how to cross the border.
One refugee told the Daily Mail: 'The leaflets say that if we can get over the river and into Macedonia, we can then go into Germany.
'They said Macedonia was 500m on the other side of the river. They were signed by a German politician.'
The directions were apparently not very clear because the column of refugees got lost several times and there were frequent stops with arguments about which direction to go before they finally reached the river.
A short while later, Greek police turned up and were broadcasting messages over loudspeakers telling people that there was no access to Germany by crossing the river, a tributary leading into the Vardar river north of Chamilo, but desperate refugees refused to accept what they were being told.
Even with the presence of Greek police, groups continued to push towards the river, helping each other to cross.
Petros Tanos, a police spokesman in northern Greece, said police were investigating media reports that leaflets had circulated in the Idomeni camp urging migrants to march on Monday.
"We do not know who produced it...nor how they found the ropes yet," he told Reuters, referring to ropes used to cross the river.
Sources: Daily Mail, Reuters