I didn't learn about Xur until the week just after: I was playing the game slowly the first weeks, and not paying attention to end level stuff or whatnots.
If he ever sells the Horn again, I'll buy 4 of them: 3 for my alts, and the last one so I can shard it in revenge for all those hours without it dropping.
I don't have it in me to shard extra Gjallys. So they just end up clogging my inventory. Of course once Xur sells them again it will lose the legendary and mythical status which will lead me to shard the dupes.