 Atarus task to grab Lum by the horns in the first episode comes  from a folk belief that if you can catch an oni by the horns, he (or  she) is obligated to grant you a wish. Therefore by Ataru shouting  "I can get married" while holding Lums horns, he is inadvertently  making a wish. And of course, Lum misinterprets just whom Ataru  wants to marry...