Pan

“Pan was a composite creature, the upper part–with the exception of his horns–being human, and the lower part in the form of a goat. (…)The pipes of Pan signify the natural harmony of the spheres, and the god himself is a symbol of Saturn because this planet is enthroned in Capricorn, whose emblem is a goat” -Manly P. Hall, Secret Teachings of All Ages

So Pan was depicted with horns due to the fact it represented Saturn, the ruler of the house of Capricorn which symbol is a goat:

Capricorn - symbol of the Goat rising from the body of a fish

Pan was the controlling spirit of the lower worlds. He was portrayed roaming through the forests, penis erect, drunk and lascivious, frolicking with nymphs and piping his way through the wild. We might say he ruled the lower nature of man, its animal side, not unlike Satan. http://andyettheydeny.blogspot.com/2010/01/occult-symbolism-saturn-worship.html