Cool moment between a Hall of Famer and a future one at the Milwaukee Bucks game Wednesday -- Brett Favre got to meet Giannis Antetokounmpo, and then The Greek Freak gave his jersey to the ex-QB's grandson!!

Favre was taking in his first-ever, in-person NBA action at the Golden 1 Center in Sacramento -- when after the game ended, he headed to the locker room to thank the Bucks for the experience.

"First time I ever saw a pro game in person, believe it or not," Favre told the Milwaukee players, adding, "I enjoyed it."

The night, though, became even more special for Favre ... after his grandson went around and shook hands with some of the players.