U is for Unicorn.
You will say the unicorn is purely mythological, but I say it is not. The unicorn is clearly a rhinoceros as imagined by someone who'd heard a rhinoceros described but never seen one for himself. "But," you protest, "a unicorn is a horse, and a rhinoceros looks nothing like a horse." Bear in mind that hippopotamus means "water horse." A hippopotamus resembles a horse no more closely than a rhinoceros. Clearly, the ancients had a much broader and looser idea of what horses look like than we do.
Marco Polo described unicorns as scarcely smaller than elephants. They have the hair of a buffalo and feet like an elephant's. They have a single large black horn in the middle of the forehead... They have a head like a wild boar's… They spend their time by preference wallowing in mud and slime. They are very ugly brutes to look at.
The modern unicorn, unlike the rhinoceros, is a thing of beauty, but it has been photo-shopped.
The unicorn horn, called an alicorn, was believed to have medicinal properties based on the general notion that anything rare and wonderful is worth chopping off and grinding into powder. Unfortunately unicorns were not lovable beasts like you see on the covers of little girls' lunchboxes. They were fierce and dangerous. They had horns on their heads and weren't afraid to use them.
One way to catch a unicorn was to stand in front of a tree and holler insulting remarks at it such as, "Hey, one-horn! You look like a rhinoceros!" Then when the unicorn came charging, step out of the way at the very last second and boink! The unicorn would drive its horn into the tree and be stuck.
The preferred method, however, was to find a virgin. Virgins are almost rare as unicorns, but if you could get a virgin, have her sit in a secluded place and wait. Pretty soon a unicorn would come and put its head in her lap, guaranteed. Unicorns are drawn to virgins like flies to cow poop.
This is surely one of the goofier notions ever set forth, and we owe it to none other than Leonardo Da Vinci, who records this "fact" in one of his notebooks. I imagine Leonardo had a good laugh about this from the grave - the unicorn tidbit must've been a booby trap for unwary chumps who went through his papers after his death looking for ideas to steal.