To remove the Lorna's Stadium Horn item from your inventory, you will need to complete a supplementary tutorial quest, "[Normal] Old Friends" in your Basic Quest tab.
This quest requires you to speak to Lorna in Dunbarton and she will remove the Lorna's Stadium Horn item. She will also provide you with a Level 50 Celebration Box and Level 100 Celebration Box, which you can open when you've reached level 50 and level 100 cumulative total level!