Giannis Antetokounmpo is widely regarded as one of the best basketball players in the world. In 2021, the 29-year-old power forward led the Milwaukee Bucks to their first NBA championship in 50 years , earning him the title of Finals MVP. Nicknamed the Greek Freak, he is an eight-time All-Star and two-time MVP.

Fans also know Antetokounmpo for his unabashed enthusiasm for American snacks—his fiancée, Mariah Riddlesprigger, once posted a video of him methodically layering Oreos in a large glass jar the night before a playoff game—and dad jokes. He’s more than once brought a book of them to post-game press conferences. “The one that makes me laugh the most lately is not PG-13, so I cannot say it,” he said.

Antetokounmpo, the son of Nigerian immigrants, was born and raised in Athens, where he played for youth teams before being drafted 15th overall by the Bucks in 2013. He lives in the Milwaukee area with Riddlesprigger and their three children, Liam, 4, Maverick, 2 and infant Eva. Here, he talks about visiting his parents’ native Nigeria for the first time, not drinking coffee and going viral.

What time do you get up on Mondays, and what’s the first thing you do after waking up?

If it’s a practice day, I get up a little later, maybe 9:30 a.m. I get in the shower, then I go to practice, take care of my body. We do our recovery, get some treatment, and after that we lift some weights. Then we get on the court. If practice ends a little bit earlier, I’m able to pick my son up from school.

If we played on Sunday, usually Monday is a day off. I try to get up a little bit early to take my son to school. Then I’m going to look through the calendar at activities my kids have throughout the day. Sometimes they have soccer, swimming lessons, Greek lessons or spending time with grandma—then I just try to be their private chauffeur.

What’s the exercise and training routine like during the season? 

When you play a season of 82 games, you have to be able to stay consistent because your body’s breaking down. The secret in the NBA is that you have to be able to create a routine that allows you to recover. I sleep a lot. I get treatments.

How do you like your coffee and breakfast?

I’m not a coffee guy. I usually drink a smoothie. My smoothie usually has pineapple, mango and some coconut water. My eggs are usually sunny-side up with two pancakes.

What do you do to pump yourself up ahead of games? Do you have any superstitions or pre-game rituals?

I try to spend time with kids before I go to the arena. I take a nap. I make sure when I wake up from my nap that I eat. Then I get to the arena, I prep my body to the best of my ability. I shoot some shots, then I go back to the locker room, try to slow down my mind and heart rate, calm down as much as I can. When I go out there again to warm up with the team, I see my kids—my two sons and my daughter. I kiss them. I kiss my [fiancée]. Then I’m ready to go out there and compete. No matter what the outcome is, I feel ready, well prepared, and I feel loved.

Your WhatsApp documentary, “Ugo: A Homecoming Story,” follows your first trip to Nigeria. What did you learn about your family and your heritage? 

I grew up in a Nigerian household. We had Nigerian food, my mom played Nigerian music, we had Nigerian news on. When I left home, I went to Greek school. My friends were Greek. Now going back, I understand why I am the way I am. People there operate and go about their day in the same rhythm that I go about my day. I felt like I fit in immediately.

Don’t get me wrong. I was nervous. I was very nervous to go there. I didn’t know what to expect—if I’m going to be welcomed, if I’m going to be loved. There was part of my life where I felt like I was the outsider. But it was the opposite.

What was your favorite thing you and your mom got to do together? 

There were two favorite moments from the trip for me. One was when I saw [my mom’s] sister, her brother, my cousins. There was no awkwardness, it was just a moment of joy. We embraced one another. We were competing with one another. We were saying, “No, I was faster than you.” My mom was like, “I was a better dancer than you. And when I was in high school, I was cuter than you.” I saw why I am the way I am with my brothers. Six, seven months during the season, we don’t see one another. When the off-season comes, boom , we can’t leave one another’s hip.

When we got to the airport, my mom told me, “Thirty-four years ago, I left everything. I left all those people you met, the people that I loved, your grandparents, to take a trip because I knew that I wanted to create something for you guys.” And I’m like, man, that’s deep.

The video of you talking about eating Oreos with milk for the first time is famous. More recently, you posted a video in which you try your first bratwurst. What are your favorite snacks right now?

Right now, I eat a lot of Sour Patch [Kids].

The speech you gave about failure when the Bucks lost in the first round of playoffs last year has stayed with a lot of people. What was that moment like for you? 

I wasn’t trying to be inspirational. I was saying that I don’t believe you can fail. You might not be able to get it done, yes, but I’m going to wake up tomorrow and I’m going to keep on chasing the same goal. I think a lot of people related or resonated with the statement. It went viral .

I’ve always been like that my whole life. I always try to be the best version of myself. I always focus on continued improvement. I cannot wake up and say, “Oh, I failed.”

How can kids not get involved in things because they think they’re a failure? We cannot do that, we cannot show them that. I’ve met people who are like, “I don’t want to do that because I’m not going to be good at it, I’m going to fail.” So they don’t do it at all. I don’t think life works that way.

If I wake up the next day ,and I put one foot in front of the other and go about my day and am still motivated, how am I a failure? That’s what I was trying to say.

This interview has been edited and condensed for clarity.

Write to Lane Florsheim at lane.florsheim@wsj.com