Were the lights blinking at the same time?
Check the fuse on the horn circuit. Check the horn wiring visually up front by the fans to ensure that it is physically not compromised (i.e. grounded or two wires making contact).
One common cause for the horn to blare is that the factory alarm that is failing -- this is common once the factory alarms get to be 15+ years old. Usually it beeps (honk-honk-honk) and the lights flash on and off.
Lastly, you'll need to pull the airbag (disconnect battery first, and unplug airbag red plug under passenger foot-rest and carpeting) and check out the wiring around the horn ring ... again a physical check for compromised wiring. Check the horn switch behind the airbag for proper spring action so that the circuit is interrupting properly.
Report back once you do those inspections.
If it's the factory alarm, which I am 90% sure that it is, you can (and most people do) disconnect it by removing the two plugs that connect to the black alarm box in the passenger footwell. The one that has the white "Becker" sticker on it.
Cheers,
Gerry