I am no expert, but also just bought a 96 E150, 2 things, # 1 the horn relay is under the hood inside the drivers side fender, there are two relays next to each other, it is the one closest to the front of the vehicle or your right, the next thing could be the clock spring behind the airbag inside the steering wheel (if your van has an airbag) use caution taking the airbag out? search on here or get better advice, you could also try a jumper wire directly to the horn to make sure it works? the horn fuse is inside the fuse box under the hood, it is a 15 amp (blue) on left sdie of fuse box.
Good luck, it can get aggrevating chasing some of these things out | 
