This one is hardly a myth; after all, no one actually believes in unicorns. There was a time when people did, but the truth is, they just aren’t real. The closest things we have are horses and narwhals; but, horses don’t have horns, and narwhals can’t walk on land. So, where did the confusion come from?
Well, in rare circumstances, narwhals can crossbreed with land dwelling mammals- not horses, but zebras. This almost never happens, and in fact, wouldn’t have happened even once, if it wasn’t for the circus operator Thomas Sherling. Seeking an amazing creature for his sideshow operations, he obtained hundreds of animals, trying to crossbreed any two of them. After all of the countless permutations, only a few worked; the Narwhal and Zebra combination, and the Squirrel-Monkey hybrid (released into the wild, where its population exploded; the advent of the Squirrel Monkey).
While people marvelled at the invented creature, there are people who wanted to steal it temporarily, so that they could try to breed another one. They couldn’t actually succeed, as they would only have one, but they wanted to try. This angered Sherling, so to prevent this from happening, he neutered his horned animal, and put up new signs accordingly; “Come Marvel at the Incredible Eunuch-Horn!” The name stuck, but was later corrupted to the Unicorn we know and love.