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The etymology of the word Viking is uncertain. There are many theories about its origins. The Old Norse word vĆkingr usually meant āpirateā or āraider.ā It was in use from the 12th to the 14th century, and it was likely derived from an earlier Old Scandinavian word contemporary to the Vikings themselves. (source: Encyclopedia Britannica)
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The depiction of Vikings in horned helmets was an invention of the 19th-century Romanticist Viking revival.
In 1876, Carl Emil Doepler created horned helmets for the first Bayreuth Festival production of Wagner's Der Ring des Nibelungen, which has been credited with inspiring this, even though the opera was set in Germany, not Scandinavia. There were also a few earlier, lesser known depictions that inspired Doepler.
(source: Wikipedia, and others)