In the King James Version of the Bible, the word "unicorn" appears 9 times. Some atheists use this to mock the Bible, but really, the so-called "unicorn" (translated from the word "reem", which has no known identification) more than likely refers to a rhino.
But supposing it didn't. Supposing the Bible really does describe a horse with a horn. Is this really that insane? Maybe if you insist upon adding sparkle farts and blood that keeps Voldemort alive, but taking away the supernatural elements that the Bible nowhere ascribes the reem anyway, you're left with a horse that has a horn on its head.
Now, I've never seen a unicorn. To my knowledge, horses don't have horns. But horses do exist. And antelopes, rhinos, cows and a host of other creatures do have horns. Now for the genuinely silly part: Evolutionists believe that these are all descended from a microscopic organism that magically created itself more than 3 billion years ago. Now, if you believe that, a horse with a horn really doesn't sound that unbelievable. As the old saying goes, "people who live in glass houses shouldn't throw stones".