Proc Geocode is not for this purpose. All you need is to convert those minutes and seconds into decimals, of course, chars to numbers as well.
data gps;
input coordinate $60.;
lat=input(scan(scan(coordinate,1,' '),1,'°'),best.)+input(scan(scan(coordinate,1,' '),2,'°'),best.)/60;
long=input(scan(scan(coordinate,2,' '),1,'°'),best.)+input(scan(scan(coordinate,2,' '),2,'°'),best.)/60;
datalines;
30°25.264 9°01.331
30°39.237 8°10.811
31°37.760 8°06.040
31°41.190 8°06.557
31°41.229 8°06.622
31°38.891 8°06.281
run;
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