Nitrogen bonding and electron affinity
It doesn't matter that the electronegativity difference between nitrogen with itself is 0. It just means the bonds it makes with another nitrogen atom have $100~\%$ covalent character.

A typical chemical bond basically spans the spectrum of bonds with $100~\%$ ionic character, uneven ionic/covalent character, and $100~\%$ covalent character.


$\mathbf{100~\%}$ ionic character: $\ce{A^+B^-}$ or $\ce{A^- B^+}$, with no sharing of electrons at all
Uneven ionic/covalent character (i.e. polar): $\ce{{\stackrel{\delta+}{A}}-{\stackrel{\delta-}{B}}}$ or $\ce{{\stackrel{\delta-}{A}}-{\stackrel{\delta+}{B}}}$, with deviation from perfect sharing of electrons and direction of favored negative/positive end of dipole determined by electronegativity difference
$\mathbf{100~\%}$ covalent character (i.e. $100~\%$ nonpolar): $\ce{A-A}$ or $\ce{B-B}$, with perfect sharing of electrons


It just so happens that $\ce{N2}$ is one example of $100~\%$ covalent character. You can argue the same for $\ce{O2}$, and any similar homonuclear diatomic molecule. 

(Granted, there are some exceptions to 100% covalent character, like in iron's metallic bonding, but anyways...)