According to the legends of the Middle Ages, the unicorn could be caught only by placing a virgin in his haunts; upon seeing the virgin, the creature would lose its fierceness and lie quiet at her feet. This is said to be an allegory of Jesus Christ, who willingly became man and entered the Virgin's womb, when He was taken by the hunters of blood. The one horn symbolises the great Gospel doctrine-that Christ is one with God. (Guillaume, Clere de Normandie Trouvére.)
The unicorn has the legs of a buck, the tail of a lion, the head and body of a horse, and a single horn in the middle of its forehead. The horn is white at the base, black in the middle, and red at the tip. The body of the unicorn is white, the head red, and eyes blue. The oldest author that describes it is Ctesias (B.C. 400); Aristotle calls it the Wild Ass; Pliny, the Indian Ass; Lobo also describes it in his History of Abyssinia.
Unicorn. James I. substituted a unicorn, one of the supporters of the royal arms of Scotland, for the red dragon of Wales, introduced by Henry VII. Ariosto refers to the arms of Scotland thus:
Yon lion placed two unicorns between That rampant with a silver sword is seen. Is for the king of Scotland's banner known.
Driving unicorn. Two wheelers and one leader. The leader is the one horn, (Latin, unum cornu, one horn.)
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on U'nicorn from Infoplease: