Ok hear me out please. Excluding magical powers I don't see how a unicorn is so unbelievable. From a biological standpoint whats so crazy about a horse with a horn? I mean rhinos have horns, there are wasps that look like flowers, and have you seen some of the creatures in the deep ocean? A horse with a horn doesn't seem that wild to me. I know little or no evidence exists about unicorns but I think they just might have existed or could have existed with the right conditions.