I couldn't ride it...I guess it spotted me with a weapon before I saw it. The unicorn is kinda useless compared to Shadowmere from the Dark Brotherhood, Shadowmere fights alongside you instead of attacking you.
I've been doing the Daedra quests now that I beat the game (90 hours woot!), I just got the skeleton key from Nocturna and it rocks. When you pick a lock the tumblers move at the slowest speed, every time! Today I was messing around with the Hilarity spells, you can spawn boulders above people, do 2000 damage, or make them collapse to the floor! I had a bounty of 20,000 just wiping out the Imperial City streets, so I took down seven guards in one hit before they could arrest me.