The very fact that he claims to be from Nigeria proves it is a scam. This is him telling any savvy observer that it is a scam.
Scamming is a broad search for a very few naïve, vulnerable people. It is vital to efficiently screen out anyone else. They can't afford to waste their precious time running a con on someone who is a little too savvy to fall for their game. That is why scammers (who are actually not from Nigeria) say they're from Nigeria.
In American politics, we use the word "dog whistle" to describe a term you only expect some people to understand. Saying you're from Nigeria is a dog whistle to anyone who knows enough about scams to see through your scam.
Proposing that he send money to you via Western Union is a new twist, but I suspect it had dual reasons: First, it's another dog-whistle to warn off anyone familiar with scams, since Western Union is the money transfer scheme of choice for scammers. Second, it softens you up to the idea of using Western Union in the first place.
Him sending you money via Western Union will certainly never happen. Instead, he will send you a cashiers check. What happens next is an accident: he wrote the check for too much money. Along with some absurd reason why this happened. He will ask you to send the excess amount back to him, and one guess how: (click for spoiler)
Money, once sent that way, is 100% irrevocable. It is gone.
And how could you not? After he did such a great kindness to you?? That will seem OK, since your bank will show the cashier's check amount as a pending balance, and soon, as a good balance. That's just what bank systems do. It doesn't reflect on whether the check has cleared.
Of course, you know where this is going. The check is either a) forged in a clever way such that it will take weeks bouncing around the African banking system before finally being refused as a forgery, or b) the check has valid account numbers and bank details on it, but these were stolen or hacked, often by another confidence scammer who talked somebody else out of their -- can you see it coming? --
Account numbers and bank details.
And so the wheel turns. Eventually, the check is found to be no good. The "money" is debited back out of your account, and the amount that disappears is -- anyone, anyone, Bueller?
the full face value of the check.
The money you wired to the scammer is still gone. And if this overdrafts your account, you're on the hook for that Right Now. Nobody is going to eat this loss for you. It's just on you.
This finishes with you out-of-pocket the amount of money you sent Westen Union, Western Union fees, and whatever fees the bank tacks on. The scammer is richer by the amount you sent.
Often the scam will be more elaborate, with more stories and more checks and more sendbacks.
If you want to jump on the grenade for the rest of humanity, you can "troll" this guy and waste as much of his time as possible, by playing along. Put it on Youtube, you might get $10 in advertising revenue for your trouble.