I have hooves and can not cover myself with simple and fur blankets, but i can equip emergency blanket.
Also when i want to wear sleeping bag, it says that i cant wear a helmet(because of curled horns).
Are you playing the dev version? As of the current dev version certain pieces of clothing (Right now the list is: American flags, blankets, sleeping bags, house coats, snuggies, and cloaks) can be put on regardless of current encumbrance or mutations. It was added in a while ago to allow crazily mutated players to still have a way to keep warm.
As for the helmet, the reason you can’t wear it is because curled horns prevent you from wearing any headgear.
Also, emergency blankets are small and crappy; they don’t cover your feet.