I'm a Chinese citizen with Japan one-time tourist visa. I booked two tickets to go home, Okinawa to Seoul (Incheon Airport) and Seoul (Incheon Airport) to Dalian.
Do I need a South Korean visa to transfer between my flights?
Per TIMATIC, the database used by airlines;
TWOV (Transit Without Visa): Visa required, except for Passengers transiting through Seoul (ICN) with a confirmed onward ticket for a flight to a third country within 24 hours. They must stay in the international transit area of the airport and have documents required for the next destination.
However, with separate tickets, the check-in staff will likely treat Seoul as your final destination, and thus deny you boarding without a visa.
On what airline is your Naha-Seoul flight? You need to contact the handling agent in Naha for that airline.