"No sweety, they are just some characters shown in movies,TV shows, cartoons etc."
When I was young I always used to think that unicorns are real BUT THEY ARE NOT!!! and surprisingly I always wanted one because they are really pretty.
For example: there's a unicorn shown in Harry Potter and the Sorcerous Stone. That unicorn was kind of beautiful.
Whenever I used to see a unicorn in a movie or TV show, I always used to wonder "do they exist in the world or any other planet"