Help with the Horn of Jurgen?

I don't know if thats it's exact name but W/E.

I'm supposed to get that Horn thing for Greybeards quest, but when I got to the place that supposedly had it it wasn't there. So I had to meet with whomever took it, it was Delphine in RiverWood. So I go there and every wants to FUCKING KILL ME. I kill everyone but delphine and supposedly she can't die so what am I supposed to do? She has the horn as well.

I'm a level 8 btw.