Unicorns

You know, even though unicorns are fake, they aren't all that strange of an animal.  A South American tapir or a deep sea angler fish looks stranger to me than an animal that's simply a horse with a horn on its head.  Or if you go into the distant past and look at some of the strange prehistoric large mammal skeletons like a Paraceratherium, those things seem stranger than a unicorn does.  So there's a lot of stuff in reality that seems far more bizarre than the stuff we see in fantasy.