An instrument by day, and a drinking mug by night
The ancestors of the horn were the simple horns made from animal tusks and horns. The knights of the Middle Ages were particularly fond of elephant-tusk horns, and they used them to signal others during hunts or in battle. When night came, however, they turned immediately to drinking mugs. They would drink from their horns, brimming with alcohol, and regale each other with the tales of the day's successes.
These luxurious horns serving as both instrument and tableware came to be symbols of authority for the lords and kings, and eventually there were even some elephant-tusk horns produced that did not have an opening for playing. In other words, though horns used to be used for drinking and playing, it does not necessarily mean that today's horn players are overly fond of drink by nature.
(Source: Takatomo Kurosawa, World Instrument Dictionary, 1984, published by Yozankaku)