I looked up the weaponry of the antic Greeks and Romans and most of their weapons and armour was made out of bronze and leather except their swords which were made out of iron/ a primitive form of steel. If steel was already a thing why didn't they use it for most of their weapons?
On the other hand in medieval Europe iron weapons and armour were the norm. What changed in that time that made it possible to have the whole weapons arsenal made out of iron?
Iron has one major advantage over bronze: it's cheaper. It took time for it to become cheaper, since it took time for the iron industry to become large enough. Iron ore is very common compared to copper ore, and even more so compared to tin ore. The downside it that higher temperatures are needed for smelting, and it took time for furnaces to be made that could reach those temperatures. Thus, we usually see a Bronze Age preceding the Iron Age.
Other than cost, bronze is generally better for weapons and armour than iron. The high-tin bronzes used for weapons are typically of comparable hardness to iron, and usually a little harder. When it comes to making armour, bronze is easier to forge into large sheets, since it is forged cold (and annealed every now and then to relieve work-hardening). Bronze is much, much more corrosion resistant. Sword and spear blades can be made with complex geometries (e.g., complex blade cross-sections) by casting.
Iron does have two mechanical advantages: iron is about twice as stiff as bronze (i.e., its Young's modulus is approximately double that of bronze), and its density is lower. This means that for the same general blade geometry, an iron blade can be just as stiff as a bronze blade, for about 20-30% less weight. However, as noted above, it's easy to make bronze blades with complex geometries, including mid-ribs for greater stiffness. Where iron will provide the most advantage is when trying to make a thin wide cutting blade (where that "thin" isn't compatible with things like raised mid-ribs). This might be why the first item of weapons and armour where we see iron becoming common is sword blades.
On the other hand in medieval Europe iron weapons and armour were the norm. What changed in that time that made it possible to have the whole weapons arsenal made out of iron?
The iron industry grew, making iron more readily available and cheaper relative to bronze. Also, the raw materials for making iron were usually available locally over much of Europe: charcoal, which is readily made in forests, and iron ore. In particular, bog iron (iron ore deposits formed by bacteria in wet conditions) can be obtained without hard-rock mining. A village can produce iron without needing outside trade.
The other big change is steel. Iron is largely comparable in performance to bronze. Hardened steel is greatly superior in terms of hardness. Even unhardened steel will be harder than iron and bronze, and better for cutting tools and weapons. Iron weapons continued in use during the early Medieval period, alongside hardened and unhardened steel weapons. As noted above, even if the hardness is similar, iron can allow lighter cutting weapons. After about 1000AD, steel weapons were usual. (These weapons often combined steel edges with iron bodies, rather than being all-steel. All-steel weapons only became usual after the Medieval period.)
The other factor is a shift in armour from bronze plate to iron mail (i.e., chain mail). Iron is quite ductile, and can be drawn into wire fairly easily, which is convenient for making mail armour. By the time that European armour shifted back to plate, the iron industry had grown greatly, and increasing mechanisation (e.g., water-powered trip-hammers) made it easier and cheaper to make large pieces of iron plate.
For past answers on iron vs bronze and wire-drawing, see: