"For example, all the images of Cernounos - how many other gods had horns? Which type of horn would a god called "the horned one" have?"
Ones made of horn! :p
Seriously, I always feel the horned god/goddess to be evocative of fertility, wild animals, crescent moon (the hunt) and shamanistic shape-changing shenags. The 'collective unconscious' is really quite a literal interpretation of our relationship with the natural world, and at it's most basic the horned god is a horned man or woman endowed with qualities of the stag/deer, goat, bull, etc?