Sheep don't always do well as an "only sheep", but some are OK with it. Some breeds though are pretty herd-oriented. Before you bring home a single sheep, make sure you can switch it out, if it's utterly miserable and not happy without other sheep. OR just get two!

You'll have a whole farm in no time!
I used to raise Jacob sheep and those can have 4 horns. They are a primitive breed and not what most people expect in a sheep. So do some research on the breed that this sheep is... if it's a Churro, my experience with them is they are more "sheepy" than a Jacob. Jacobs are more "goaty" IME.
And.... Jacobs are really freaking smart, for a sheep. You have to handle them differently than you might expect; mine all came to me when I called them and would follow me. However they could be difficult to herd. They could figure out what was going on and sometimes just would not cooperate.