It was Unique.
Actualy you COULD ride it,but with no real point.
First time i saw him,it attacked me.Then i snaped an Invisibility potion,mounted the Unicorn and run away!!!
Later i realised that i can't relly on the Unicorn to stay in a stable,wait for me in front of cave and so on.....Long story short,it behaved like a stolen horse........So,no point in having it really.
However,there is a better horse named Shadowmere.If you want to know more of it you can go to
this thread.
EDIT:This should be in the spoiler section.