What are the horns from?

There's no information that actually says what the horns are made of as far as I know.

Personally I stay away from helmets, especially open ones. Circlets and hoods are the way to go.

Ugh, that helmet is so ugly. Just go with the heavy armor version, it's much better looking. They still could have done a better job on the heavy armor variant though.

http://youtu.be/_7HqHyfhxvQ

just kidding. Hmm, probably the same beast that's on scaled hide armor. Dunno, it's more aesthetics than anything, like with most horned helmets.

Might go heavy. Would a dual wield character wear heavy armor?

Heavy Stalhrim will always be better.

The light helmet is probably the ugliest IMO.

Yeah, I don't see why not

Do it!

And I don't see why not, if you want to dual wield, go ahead. Hopefully the next game won't be so gimmicky with it though and allow you to block with two weapons at least. And that's just the bare minimum.