If you cannot find any unicorns... Go on the map called Valguero. Chalk hills and White Cliffs has alot of unicorns. I once found a lvl 95 male. The next time I went I found a 110 female. It was so great to see a baby unicorn cause their little horn is Soooo cute.
I encountered one on Ragnarok, freaked out tamed it and was happily riding it back to my base when a stupid Raptor decided "I'm about to ruin this man's career" and killed my Unicorn. I have yet to find another one and I have a gravestone for my lost Charlie.