I tried to merge 2 vertices, but it keeps moving to the center I've made 2 different objects at the first time which were 'Body' object and 'Horn' object. And they've already had same Mirror Modifiers of Y Axis, Clipped.

Now I Joined 2 objects to use Ctrl + J. (Horn to Body.)

I Selected 2 vertices from the top of the head like the second picture on the below, press W to tried merge those at the center. But it's moving on to 'Center of the Head'.

I searched on the Google and Blender Manual to solve this issue without question but unfortunately, I still can't find it.

Could you please give me any solutions?
This could be related to the mirror modifier. If the body was made on the right side and the horns on the left, they look ok, but the real vertices are on the opposite sides. Deactivate your mirror's visiblity to check this.  

You should work with the "Adjust Edit Cage" of the mirror modifier disabled to avoid creating things hard to merge.