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Not only the Unicorns, but the Alacorns and the Pegasus! Pegasus?!? Pegasus? Who knows!!! They're horses with wings! What else could matter. They come in a crazy variety of colors. With shiny things going all over the place. Make sure you wear sunglasses.

Time for the mythical beasts!!! We have it:
Unicorns

Whether it's white or purple, or... There you go. Except somebody has ideas for other colors...? These guys run pretty fast, jump pretty high, and get through almost anything. They're tame with emeralds. Drop the saddle and ride / crash!
Alacorns

Nice winged horse stuff. Jump high. I mean it. If Minecraft had International Space Stations, it would have International Space Stations with alacorns flying through windows. That's how high these bad guys jump. They're tame by riding them. Put on a saddle, and your life will never be the same.
Pegasus(s)

Bigger winged horse stuff! These guys like to do their thing, so running them is a bit of a blow and a miss. Mostly misses. You can still jump and fly away, just hanging by a thread when they come to attack some poor, miserable, soon-to-be gone mafia.
Where to find them.

Well, they're kind of made for creative mode. However! If you find an island with meadow mushrooms, then if it's very dark, you might find one of the tip of the red mushroom. Or maybe you won't, because I haven't tested it!!! Let me know what you find. Or you won't find it.
Good luck, my friend.