Subject: Evolutionarily speaking, how do animals have horns?

If you live in water too long your species adapts flippers; if on land, legs; 
if you climb, you get claws; if you eat meat, you get sharp teeth.  This is the 
marvel of evolution as I understand it, but a horn is different, it seems to 
me.  It is not through use it is created, it is a bone that grows into a sharp 
point for the purpose of killing - as a weapon - often on animals who don't 
even need to kill to eat.  How is it possible something grows something for a 
specific weapon that serves no other purpose seemingly than to kill.  Surely if 
you used your head as your weapon of choice, nature would fortify your skull 
rather than to create a deliberate weapon.  I don't know if you can answer 
this, but how would a horn come about?  It seems to defy my understanding of 
evolution.

Re: Evolutionarily speaking, how do animals have horns?