Brief Plug: I have a book describing a fantasy city out on DriveThru RPG, including over 70 locations that can easily be imported into other settings. If you might find such a thing useful check it out at its page on DriveThru - you can use the "preview" function to see a list of the included locations.
Unicorns are probably one of the best-known mythological creatures of medieval Europe, perhaps on a par even with dragons. Their origins are likely earlier than this, with the general concept of "one-horned magical beast" going back to at least the Ancient Greeks and having counterparts in other cultures, too. Some of these were aggressively dangerous, but it's the medieval version, appearing in religious bestiaries as an object lesson in virtuous purity that we're most familiar with and that forms the basis of the D&D creature.
So iconic is the appearance of the unicorn that it's one of the few creatures in D&D that looks pretty much the same in every edition, regardless of artist, and that closely follows its traditional form. Early medieval unicorns weren't necessarily white, and some looked more like a goat than a horse, but such variations have long since vanished from the public mind. Pretty much everyone knows what a unicorn is, and what it looks like.