Much to my dismay, it turns out that unicorns did not originate from Egyptian, Greek, Roman, Norse, or Saxon mythology, so I cannot find anything witty to say about this holiday (except possibly what M4E said). I eagerly await Pegasus Appreciation Day.
Oh my goodness! Is it Balloonicorn? The Mayor of Pyroland? Don't be ridiculous, we're talking about an inflatable unicorn. He's the Municipal Ombudsman. Between you and me, Balloonicorn's a joke down at City Hall. Gary Brottman, the inflatable Sewer Superintendent, is sleeping with Balloonicorn's wife. Anyway, when he's riding around on your shoulder don't mention ANY of this to him, because Balloonicorn is on a hair trigger and he's usually pretty drunk.