@Red-Supernova
 
According to the original manga, Unico’s origin story ties into the legend of Cupid and Psyche. Unico was Psyche’s pet unicorn, and was the one responsible for causing Cupid to accidentally fall in love with her (instead of making her fall in love with a monster, as was the Olympian gods’ original plan). The gods got divinely peeved at the little unicorn meddling with their plans, and so sent the Night Wind to banish him to the Hill of Solitude for eternity. The West Wind intercepted him, though, and spirited him away.
 
And so there you have it–the little guy is on the run from the wrath of the gods, and can never stay in any place too long lest the Night Wind come to collect him.

@WyrmSpawN  
I took a peak one of the videos about Unico, and Unico hails from some Greek Myth place and the gods there are so jealous of him that he has to be banished from his homeland, AND any other place he is sent to once he brings happiness to along with his memory being wiped of his recent experience. God. DAMN.

@Red-Supernova  
Must be one them Older Gods.

I’m learning about Osamu Tezuka’s characters as of now and holy shit, how petty of a god must you be to banish a small creature from humanity just for being himself?