I live in Norway ( I am Norwegian)and I have friends who come from different countries. They work and study here, but almost all of them have to deal with a lot of racism here. And it is hard to find a good job if you are not a white Norwegian. I would try to get in contact with other Nigerians who have studied abroad, if I were you. They might have some good advice for you.
The situation is not good in Europe these days. The financial crisis has completely destroyed the job-marked for millions of people. So, I guess there is nowhere that is without problems when it comes to jobmarkets, education etc.