The origins of the Unicorn remain debatable. It definitely predates Amber, and probably assisted Fuyutsuki in creating the Pattern. Many Amberites worship it as a god, and all Amberites know that it watches out for Amber. Most have never seen it and never will, but it tends to manifest itself at times of crisis. Amber City has a great Chapel of the Unicorn where High Priest Geo presides over the Unicorn Cult. There is also known to be a Grove of the Unicorn in Arden where the Unicorn sometimes appears to those who seek it.
The Unicorn is known to have five elemental avatars; it remains unclear as to whether the Unicorn has many different bodies, or whether they are shadows of the true Unicorn or what.
Certain rumors claim it may possess other avatars as well, such as the Questing Beast. The Cult of the Unicorn is the great civic religon of Amber; by participating, the participants also re-pledge allegiance to Amber itself. For many people, the Cult provides the great civic celebrations and eight major festivals a year (roughly every 45 days). These festivals effectively mark the start of each of the eight Amberite months.
Many people practice other faiths in conjunction with it. Some people are rather more devout, which wins them a mixture of respect and exasperation. All of the Golden Circle shadows are required to tolerate the Unicorn Cult, and many join in with some degree of enthusiasm.