The correct phrase is "a unicorn." The article "a" is used before words that begin with a consonant sound, while "an" is used before words that begin with a vowel sound.
In the case of "unicorn," the initial sound is /j/ which is a semivowel sound, and it is considered a consonant sound. Therefore, you would say "a unicorn."
"She saw a unicorn in the forest."
Remember, it's the sound that matters, not the actual letter. So, even though "unicorn" starts with the letter U, which is a vowel, it is the sound that determines the correct article to use.