From Halopedia, the Halo wiki
343 Industries has enjoyed using Unicorns, and stuff related to the references they do, in its games and external media in many prominent ways. While almost anything can be made into a reference to something with effort or constructed accidentally through pareidolia, the following attempts to list the intentional references 343i placed into Halo for the fans to find. As such, not all of these references may be fully accurate, and many of them may be proven to be false at any time. 343i's obsession with the creature may be attributed to Frank O'Connor being born in Scotland where the national animal there is the Unicorn.
Unicorns are horse-like mythical creatures with one horn sticking out their head.