Personally, I can't think of a reason that Odium would want people to know he's coming.
I don't think that is what the OP is trying to get at, I believe he means to trick the people into doing something that he wants or will benefit him like how Ruin did.
Yeah, but if he was trying to trick people, he'd be better off doing so in a way that didn't let them know that he was up to shenanigans.
Remember, Dalinar thinks the visions are real.
That's not what I'm saying.
If Odium was trying to mislead people, he should come up with something that doesn't tell them who he is.
Not necessarily. The best lies are the ones with a grain of truth in them. Perhaps Odium knows that given the existence of other Shards and outside knowledge sources like Hoid, its impossible to hide his existence for humanity completely, or perhaps he wants humanity to know he's coming, give them something to hate, which likely just helps him in some way. Put simply, if I'm Odium, the most fearsome and terrible of all the Shards, I'm not all that worried about humans knowing I exist and opposing me, when I've already offed their creator...so why don't I hijack the Almighty's warning system and within the truth about Desolations and my return, tell them what to do to aid in my return to power or eventual victory, knowing they're more likely to believe me the more it looks like I'm telling them the truth?
I don't actually think this would make Odium too powerful or hard to beat either, as we know there's another Shard on Roshar who's better at seeing the future than the Almighty ever was, and has nine more books in which to make an appearance or help show humanity the truth about Odium and how to beat him.
In fact, the only thing that makes me think Odium ISN"T behind the visions, is that its too similar to what Brandon already did with Ruin in Mistborn....unless its a deliberate repetition, something along the lines of that since all the Shards used to be part of the same being or force, perhaps they all think or plot alike on some level and are likely to use similar tactics....and that itself could be a key to opposing them or predicting their next move.