A wimblehorn is a musical instrument similar in appearance to a trombone. It was mentioned in Pyramids in an exchange between Teppic, (also known as 'Pteppic' or sometimes 'His Greatness the King Pteppicymon XXVIII, Lord of the Heavens, Charioteer of the Wagon of the Sun, Steersman of the Barque of the Sun, Guardian of the Secret Knowledge, Lord of the Horizon, Keeper of the Way, the Flail of Mercy, the High Born One, the Never Dying King') and Ptraci, a former handmaiden in the court of Pteppicymon XXVII (Teppic's father). Teppic tells Ptraci about a dream he has regularly about cows. They disagree about the instrument one of the cows plays in the dream (Teppic thinks it is a trombone; Ptraci asserts that it's a ceremonial wimblehorn, if you look closely).
It is through this exchange that they realise they both share this ancestral dream, and that they must be related for that to be the case. This is confirmed by Koomi, the newly promoted Djelibeybi High Priest; after checking the files, he explains that they are half brother and sister.
There is a Roundworld instrument called a flugelhorn, described as similar to a trumpet but with a mellower tone. This may be where Sir Terry got the inspiration for the name wimblehorn.