One suggestion is that the unicorn is based on the extinct animal Elasmotherium, a huge Eurasian rhinoceros native to the steppes, south of the range of the woolly rhinoceros of Ice Age Europe. Description from entityelite.forumotion.net. I searched for this on bing.com/images
Coelodonta antiquitatis ( Woolly Rhino ) is an extinct species of rhinoceros native to the northern steppes of Eurasia that lived during the Pleistocene epoch and survived the last glacial period. Description from baystatereplicas2.com. I searched for this on bing.com/images
Överhogdal Tapestry between 800-1100 AD with Viking motif identified as the Yggdrasil tree. via Qhimm, via Flickr. In ch. 16 Edda: "an eagle sits on the branches of Yggdrasil and that it has much knowledge". H. E. Davidson notes parallels between Yggdrasil and shamanic lore in northern Eurasia: "This seems to be a very ancient conception, perhaps based on the Pole Star, the centre of the heavens, and the image of the central tree in Scandinavia may have been influenced by it"