Unicorns are quite obviously imho a fantasy/elaboration of ancient sightings of one horned deer like creatures - there is a theory to do with narwhals blended with deer/ibex/antelope (something to do with the vikings wanting to cash in on a haul of ivory? only a vague memory I have)
The unicorns mentioned in the bible are mentioned in the King James which isnt generally regarded as a reliable bible translation (by most scholars/Christians I know of)
The Christians I respect most dont believe in the literal exsistence of Unicorns.