The Romans called what we now know as rhinoceros a "unicornus".
Later, they evolved into two species:
1. the white unicorn (of horselike appearance with one beautiful horn on the center of its head)
2. the pink unicorn (of unknown appearance, as it is invisible)
Plinius: Look, a unicorn. What impressive and massive legs!
Walt: Oh, it's lovely! Well, if I draw it as a white horse with a horn...
Scott: I don't believe in unicorns. Besides, it's pink.