No, Horst Wessel was not killed at the Feldherrnhalle in 1923. He was a far-right activist who joined the SA, became a local leader in Berlin, and died a couple of weeks or so after being shot in the face in 1930. Goebbels was in need of a good propaganda idol and Wessel was chosen. His history was re-written to the point that it is difficult to separate the real from the invented.
Some versions of his death suggest that he was a pimp and got shot when a deal went wrong.
