Unicorns are frail in body, but very strong in magic. The longer a horn a unicorn has, the more potent her magic and the more control she has. This is why young unicorns have little control over their magic- their horns aren’t grown enough to channel their magic effectively. The little indents also act as a conduit for their magic. Unicorns have fur that is very silky. Their fur grows longest around their hooves, and they have very long fetlocks. Their tails, however, are whiplike, having only a tuft at the end of the tail. Back at the beginning of things, unicorns regardless of gender also had beards, but they don’t really have that any longer. (It’s a bit rare to see a proper beard on unicorns now, and generally is only shown in nobility or high society.)
When crossbred with earth ponies, unicorns become less frail, but also tend to be less overtly magical, although it may simply channel into earth magic instead. When bred with a pegasus, they stay light and somewhat fragile, but also may become more adept at air magic and probably a bit stronger.