Depending on the country where your passport is issued, transit visas may be required for any particular connection on your itinerary. You are responsible for providing all the travel documents required for your trip!
In most cases, transit visas are required when travelers need to transfer from one terminal to another, at a foreign airport, when baggage needs to be taken and then rechecked, or if travelers separate their route into multiple separate bookings.
Though you may not expect this, there are times when you have to present a visa even if you simply leave the terminal arrival in order to get to another one. Please go thoroughly through all the visa requirements for all countries on your route.
In case you have any doubts regarding the need for an entry or transit visa for any of the connections in your itinerary, please reach out to the embassy, consulate of the country in question, or contact the appropriate immigration authority for that country.
Also check this FAQ: What travel documents do I need for my trip?