Which macedonian greek leader conquered many islands in europe, africa, asia

Ah, well if you know anything about Greek or Egyptian Mythology, chances are you've heard of this guy, he's a real legend.

Alexander the Great is your answer. 

Alexander was a young conqueror of nations, except he was one of the nicer ones. Most conquerors immediately replace their conquered nations cultures and languages and religions with their own, etc. Alexander was different. In fact, he respected all of the different gods and cultures and allowed each area he conquered to keep its ways of life, which most conquered back then weren't nearly as courteous.
Pretty much wherever he went, he conquered. Unfortunately, he died young (partied too hard). Legitimately, he died from a mixture of things, one of them being too much alcohol. 

Your answer is Alexander the Great. 

~Hope this helps!