Herne is said to have been a huntsman in the employ of King Richard II in and around Windsor Forest. He saved the King's life when he was attacked by a cornered white hart, but was mortally wounded himself in the process. A local wizard brought him back to health using his magical powers, which entailed tying the dead animal's antlers on Herne's head. In return, however, Herne had to give up his hunting skills. Finding himself without the living that he loved, Herne went mad and ran into the Forest, antlers still in place. He was found the next day, hanging dead from a lone oak tree.
It is frequently claimed that Herne is a manifestation of the Celtic Horned God. This idea is largely based on connecting his name and appearance with Cernunnos, a deity known from both Britain and Gaul, but only by name from the latter. This is in accordance with Grimm's law and was one of the many theories put forward by Margaret Murray in her 1931 tome The God of the Witches. Herne is a very localized legend not found outside Berkshire and the regions of the surrounding counties into which Windsor Forest once spread.
In the Dark Ages, Windsor Forest was settled by pagan Anglo-Saxons who worshipped their own pantheon of gods, including Woden who rode across the night's sky with his own Wild Hunt. He also hanged himself on an ash tree in order to learn the runic alphabet. Some think this suggests non-Celtic origins for Herne, others that the original Celtic deity was merely adapted by the Saxons, as often happened when cultures intermingling. This also appears to have happened with another Wild Hunt-associated mythological figure, King Herla.
Source: Wikipedia