Among the various oscillation modes of neutron stars, f- and g- modes are the most likely to be ultimately observed in binary neutron star mergers. The f-mode is known to correlate in normal neutron stars with their tidal deformability, moment of inertia and quadrupole moment. Using a piecewise polytropic parameterization scheme to model the uncertain hadronic high-density EOS and a constant sound-speed scheme to model pure quark matter, we refine this correlation and show that these universal relations also apply to both self-bound stars and hybrid stars containing phase transitions. We identify a novel 1-node branch of the f-mode that occurs in low-mass hybrid stars in a narrow mass range just beyond the critical mass necessary for a phase transition to appear. This 1-node branch shows the largest, but still small, deviations from the universal correlation we have found. The g-mode frequency only exists in matter with a non-barotropic equation of state involving temperature, chemical potential or composition, or a phase transition in barotropic matter. The g-mode therefore could serve as a probe for studying phase transitions in hybrid stars. In contrast with the f-mode, discontinuity g-mode frequencies depend strongly on properties of the transition (the density and the magnitude of the discontinuity) at the transition. Imposing causality and maximum mass constraints, the g-mode frequency in hybrid stars is found to have an upper bound of about 1.25 kHz. However, if the sound speed c_s in the inner core at densities above the phase transition density is restricted to c_s^2 < c^2/3, the g-mode frequencies can only reach about 0.8 kHz, which are significantly lower than f-mode frequencies, 1.3-2.8 kHz. Also, g-mode gravitational wave damping times are extremely long, >10^4 s (10^2 s) in the inner core with c_s^2< c^{2/3} (c^2), in comparison with the f-mode damping time, 0.1-1 s.