The Super Eagles failed to qualify for the last two editions of the competition, despite their triumph in South Africa 2013.
After a four-year hiatus, the three-time African kings make their 18th appearance in Egypt – where they have reached the Round of 16 with a game to spare.
Ogu, who is playing in his first Afcon believes, the atmosphere of not being favourites is ultimately benefiting Gernot Rohr’s men.
“We believe in ourselves, we know ourselves and it is good that we are underdogs,” he told Goal.
“Remember that we are the first team to qualify for the Round of 16, so we will take each game as they come.
“The unity in the team is second to none and all of us are looking forward to that day when we play in this year’s final to the surprise of many.”
Having missed the games against Burundi and Guinea owing to ill-health, the former Hapoel Be'er Sheva man is fired up to face Madagascar on Sunday, while insisting his team wants to finish Group B well.
He continued: “I had flu for four days and that was crazy because it coincided with our first game but I’m very fit for the tournament.
“Our next game is against Madagascar which is what I’m looking up to and I’m very set to play my own part.
“The game is very important to us because we want to put smiles on the face of Nigerians. Though we have qualified for the next round, we don’t want to stop winning.”
Despite having limited time under coach Rohr, the 31-year-old hails the quality of the German tactician, who he feels is a master of his own trade.
“He is a manager to be proud of,” Ogu added.
“He qualified the country for World Cup with a game in hand. We lost our first game in a Nations Cup qualifier yet we qualified with a game in hand as well.
“Also in Egypt, we have qualified for the Round of 16 with a game in hand so it says a lot about his quality and how hard-working he is.
“He has brought into the team talented players and seeing myself under him is a great honour.”
Victory over the competition debutants at the Alexandria Stadium will see Nigeria win all their group games at Afcon for the first time since Egypt 2006.