I am a Nigerian citizen and will be boarding a round trip from Osaka to Nigeria. My flight is from Osaka Kansai Airport to Incheon Airport, and I will transfer to an Ethiopian Airlines flight heading to Addis Ababa Airport, Ethiopia, and finally head for Nigeria. Do I need a transit visa for this journey?
If you're staying airside in Incheon (which I supposed you will), and for less than 24 hours, then you don't need a transit visa: only people from Sudan and Syria do.
Likewise, Ethiopia doesn't require a transit visa for travellers who stay less than 12 hours airside.