The irony of Omar's conversion
Omar's conversion itself is ironic for many reasons. First of all, it's ironic because of what it represents. Many people would never even consider a religious conversion because of how intimate and personal religion tends to be for people. But Omar is reported to be a passionate believer. This is ironic, because he seemed like a passionate Muslim, and he still opens and closes this book with passages of the Koran (unless the reader is reading one of the mis-translations that replaced these passages with Bible passages).
The irony of media coverage
Omar isn't in a position to write a scathing rejection of his own media coverage. For one thing, he gets treated better as a celebrity convert than as a normal slave. For another thing, there does seem to be some genuine connection to Jesus Christ and his teachings (but the reader should remember that Muslims already consider Jesus as a high prophet). At the end of the day though, the most striking feature of this book is that Omar does not seem to be singing the tune that the news coverage suggested. They had made Omar out to be some kind of "born-again" revivalist. But that's not how he comes across in this autobiography.
The irony of Jesus's ministry
The irony of Jesus's ministry is that many of his followers seem like infidels to Omar. Anyone who knows what Jesus actually taught will come to realize that what people tend not to like about Christianity are the Christians themselves who often represent Jesus so poorly. Omar returns questions about his relationship to Christ with stories about the "Christians" who came and murdered his wife and kids and dragged him off onto a boat to be a slave in America. In other words, he is drawing attention to the irony that all these religious people who care so much about Omar's soul don't mind that he is literally enslaved. Omar's suggestion seems to be that American slavery and Jesus Christ's example are incompatible.
The irony of adaptation
Omar shows through his story that although one could make the case that he had a "religious conversion to Christianity," there were also serious advantages to accepting that title. One serious reason is that being openly Muslim was a sure-fire way to be hated and abused by the entire community. Not to mention that Muslims not only know about Jesus, they already consider him a high prophet. There are many reasons to suggest that Omar allowed people to believe he had undergone some mysterious conversion, just because it allowed him to be more safe, accepted, and tolerated.
The irony of mis-translation
One should think that a person's autobiography is a sacred artifact of their existence, not to be tampered with. But remember, Omar ibn Said had come to represent something to the American Christians of his day, and there were many who were conflicted about his writings, so there are mis-translations of his autobiography. One of the most blatant and offensive instances of this are that some publishers tried to replace his Koran verses with Bible verses.