The unicorn is a legendary creature that has been described since antiquity as a beast with a large, pointed, spiraling horn projecting from its forehead. (wikipedia)
Pegasus (Ancient Greek: Πήγασος, Pḗgasos; Latin: Pegasus, Pegasos) is one of the best known creatures in Greek mythology. He is a winged divine stallion also known as a horse usually depicted as pure white in color. (wikipedia
Hmmm...well...both greek and both white horses...but do you want a magic horn or magic wings?
I have a fear of heights so I shall be sticking with being a unicorn, even though many images show me with a huge horn! :D