Mythical means from myth, fables, or other traditional stories. A mythical story has no basis in historical events. Sometimes someone whose deeds far outshine others is referred to as mythical.
There are a number of mythical animals that inhabit stories from around the globe. A white horse with a horn protruding from its forehead, the unicorn, is a mythical beast that is very popular worldwide. Much of Western art takes mythical stories, gods, goddesses, or other spirit creatures as subject matter.