The pentagram is a five pointed star (typically drawn without removing pen from paper) and has significance across a wide range of religions. The Christian religion used to use it to signify the wounds of Christ and it is used in the Bah’ai faith (where it is called the haykal) to denote the temple of the body.
In recent times the Pentagram is used by the Neopagan faiths, in particular Wicca to symbolize the unity of the five elements (earth, air, fire, water and spirit) and the five primary senses of the human body. Occasionally the physical shape of the pentagram is also seen to be representative of the human body with the head, two arms and two legs.
None of these usages or interpretations have any negativity associated with them and as a potent symbol of faith it would more likely be used as a positive symbol than as a threatening one, indeed it is commonly used as a way of keeping evil spirits at bay in protective rituals. Many witches use the pentagram as a way of marking their house to keep negativity at bay. The most likely explanation for sending it to someone through the post would be to bless or protect. Should an individual wish to send a “nasty” symbol wishing harm on someone they would almost certainly not use the pentagram as their symbol of choice.
(You may have heard about some religions choosing to invert the pentagram in a similar way to the inverted Christian cross. Although this usage does occur, the fact that in your case your father has received it along with an image of the Horned God makes me certain that in this instance the pentagram is being used in its traditional and positive sense.)
The Horned God is again closely associated with Wicca and the NeoPagan religions and is usually a depiction of the Gods Pan or Herne. Pan is the nature God of the Greeks and worshipped as a focus of fertility and the renewal of life. Again, there is a close association with positivity, blessings and the natural world. The Horned God is a symbol of the sun cycle, the reawakening of the light as the wheel of the year moves through the seasons. I can see it being sent as a message to suggest that the light of a person never dies and the circle of life is never truly broken. Possibly your father could find some comfort from such an interpretation and likely that was the intention from whoever sent it.
As part of my work within the Witchcraft communities, I do offer the service of chain letter breaking (no charge, lol). Although I can confirm there is nothing negative linked to the mail your father has received, if, for peace of mind he would like to forward it to me for safe magical destruction, he is very welcome to do so. I will put my private address in an email to you.
But like I say, tell him not to worry, the symbols might look a bit strange to the non magical practitioner but the intention behind them is undoubtedly one of light and love.