Afro Samurai movie is basically the summary of what happens in the first season with a flashback of young Afro, whereas Afro Samurai season 2 is a sequel to both.
Hence, the recommended order of watching is:
Afro Samurai: The Movie
Afro Samurai Season 2
Ninja Ninja is the result of conscience and the subconscious of AFRO.
When other people saw him together with AFRO it does not necessarily mean that they actually saw him and it was not only AFRO (and you) have seen it.
And of course there is Justice, When he mentioned his imaginary friend they met in Chapter 5.
My best guess is that he had just supernatural ...
I think it is because he represents the opposite of afro's like the samurai and ninja's in the history, opposites and enemies.Source
Origins of the Ninja:
Japanese folklore states that the ninja descended from a demon that was half man and half crow. However, it seems more likely that the ninja slowly evolved as an opposing force to their upper-class ...
First of all : Ninja Ninja is the imaginary friend of Afro.
Ninja Ninja (ニンジャニンジャ, Ninja Ninja) is likely to be a figment of Afro's imagination to cope with severe psychiatric trauma from unbearable sights and actions of death. Being that Afro is an emotionless murderer, his mind may well have created Ninja Ninja to hold his other emotions ...