Hydrogen absorption by a thin Mg₂Ni film capped with Pd results in the nucleation of the Mg₂NiH₄ phase at the film/substrate interface. On further hydrogenation, a self-organized two-layer system consisting of a Mg₂NiH_0.3/Mg₂NiH₄ bottom-layer and a Mg₂NiH_0.3 top-layer is formed. This leads to an intermediate optical black state in Mg₂Ni thin films, which transforms from metallic/reflective to semiconducting/transparent upon hydrogenation. This hydrogen absorption behavior is completely unexpected, since the hydrogen enters the film through the Pd-capped film surface. To explain the preferential nucleation of Mg₂NiH₄ at the substrate/film interface, we determine the chemical homogeneity of these thin films by RBS and SIMS. Furthermore by STM, TEM and SEM, we analyze the microstructure. We find that up to a film thickness of 50 nm, the film consists of small grains and clusters of small grains. On further growth, a columnar structure develops. We propose that the nucleation barrier for the formation of the Mg₂NiH₄ phase is smaller for the small loosely packed grains at the interface, while the columnar grain boundaries promote the hydrogen diffusion to the substrate.