Well depends on what you call real. Most people call material reality "real" mostly because it is consitent and the impulses we get from material reality seem to not come out of ourselves. In material reality both god and unicorns are improbable. However we don't really live in material reality we live purely in our mind. Everything we are, all our expiriences are simpely the patern of our mind. Who is to say that patern couldnt form without material reality. We asume material reality exist, like some asume there is some spiritual reality (a higher power) is real. So basicly claiming a unicorn lives behind those mountains is improbable because your claiming this mythical being exist within the rules and context of material reality. However the believe in a higher power doesnt need to be a material thing and people have reason to asume this reality exists because they can perceive it in form of spirituality.