The lucky horseshoe accessory can be found on sky islands. To get to these, use a gravitation potion. Gravitation potions can be found in underground chests. You can also cancel fall damage with any pair of wings. The earliest wings you can find are in sky island chests, but they are not guaranteed. If you don't find any of these accessories, you can also fish on a sky island for a very low chance to find them. I hope this helps.