Here is the full list of all 14 Horned Knight (EU) trophies - there are 2 silver, 11 gold and 1 platinum.
Get all the trophies
Complete first chapter
Get 7 extra lifes
Die 27 times
Complete level 3
Defeat 50 enemies
Do 40 dashes
Die 3 times
Block 15 proyectiles
Block 5 proyectiles
Complete tutorial
Defeat 10 enemies
Do 10 dashes
Get an extra life