Turns out that, according to archeologists, the Vikings did NOT use horns in their helmets. Those ornaments, wings and antlers, amongst other things, could be used, though, in ritual helmets for special occasions, but specialists aren't sure about it. The only "evidence" from the use of such ornamented helmets comes from the Oseberg tapestry from the ninth century, in which the relevant figure could be portraying a god, instead of a real Viking. There are also reports from Greeks and Romans referring to northerners and their horned and winged helmets, but those writings are considered prior to the Vikings we know now (which archeologists believe to have started the late eighth century).
But how did this notion of horned helmets became so strong? Specialists, actually, put some of the blame on Wagner and his famous opera "Der Ring des Nibelungen" from 1876. His costume designer, Professor Carl Emil Doepler, created horned helmets for the first Bayreuth production of it. A little before that, Scandinavians were experiencing a upsurge of interest about their own culture and folklore, after the 18th century's main focus on trying to imitate sophisticated Parisian fashions. As a result, painters and other artists began to portrait the Vikings as Wagner's opera did, and the image began to spread around the world.
So, kids, if you are thinking about dressing as a true Viking anytime soon, take off the horns from your helmets! People might confuse you for a Rohirrim or a random-medieval-warrior, but at least you'll know your costume is historically accurate!