When aluminium is ignited in atmosphere, will it form only aluminium oxide or also aluminium nitride?
According to the paper by Gromov and Vereshchagin [1], it is indeed formed when burning aluminium, but you could have predicted this simply by considering the standard enthalpy of formation of aluminium oxide $\Delta_\mathrm{f}H^\circ (\ce{Al2O3}) = \pu{−1675.7 kJ/mol}$ which will be liberated upon ignition and this energy helps in breaking the strong nitrogen-nitrogen triple bond (bond energy is $\pu{−945 kJ/mol})$ and finally this would form aluminium nitride, which also produces some energy (standard enthalpy of formation is $\pu{−318 kJ/mol}),$ but the combustion here is not a simple one it requires high temperature as mentioned in the paper, I think this is to sublimate $\ce{Al2O}$ which will react with nitrogen and give rise to aluminium nitride. 

As HYDR0GEN stated, this combustion isn't simple like throwing a match on aluminium sheet, it needs high temperature. According to the work by Trunov et al. [2, p. 38], as the size of aluminium particles decrease the needed temperature for combustion decreases and that's why researchers who wrote the paper used superfine aluminium powder:


  
  Figure 5. Experimentally determined temperatures of aluminum
  ignition as a function of the used sample size.


References


Gromov, A.; Vereshchagin, V. Study of Aluminum Nitride Formation by Superfine Aluminum Powder Combustion in Air. Journal of the European Ceramic Society 2004, 24 (9), 2879–2884. DOI: 10.1016/j.jeurceramsoc.2003.09.020. (PDF)
Trunov, M. A.; Schoenitz, M.; Dreizin, E. L. Ignition of Aluminum Powders Under Different Experimental Conditions. Propellants, Explosives, Pyrotechnics 2005, 30 (1), 36–43. DOI: 10.1002/prep.200400083.