I got the horn and went back to Riverwood. The townspeople didn't even give me the option to pay or turn in they just attacked me... the innkeeper I need to talk to was also hostile, any suggestions?
If you are being attacked you may have some sort of bounty. You can either yield (sheath your weapon) or if they are currently attacking you on site you may need to leave and come back a few days later.
The following answer to this may be considered a spoiler so:
What you should have gotten was a note to rent a room in the sleeping giant inn. Once you have rented the room and gone to it, Delphine gives you the horn and then asks you to follow her. She goes to a room directly across from the room you rented and through a secret passage. The horn is actually returned to High Hrothgar, Arngeir is expecting it. Delphine however wants you to accompany her to another location to prove you are the dragonborn. http://www.uesp.net/wiki/Skyrim:The_Horn_of_Jurgen_Windcaller