He wanted to change his looks so he consulted a Canadian surgeon who helped with the implantation of the horns, We learnt.
The most logical explanation for this would be to accept that the world is indeed coming to an end. No one can really understand why any rational being would decide to have horns implanted in his head when he is not dressed up for Halloween.
Finding the reason for his action may take the whole day as you may never be able to fully understand his reasons. Thus, trying to think like Furtile Brain may be a futile endeavour. For something to be described as futile means it is incapable of producing any useful result.
Why thinking about his reasons, try not to wonder what could have happened to his brain in the process if the surgery had gone wrong. You never can tell, the horn may be a source of inspiration to him for his musical career.