Yes, it's okay to have unicorn toys for children because the unicorn is really nothing more than a legend and is only associated with the New Age as a symbol. (For that matter, the unicorn was also used as a symbol of Christ during the Middle Ages.) Beyond that, it has no real meaning and because a symbol merely represents something - but is not the thing itself - it is not evil.
Unicorn lore is vast and colorful but generally adheres to the idea that an animal with a large spiraling horn projecting from its forehead once roamed the earth. European folklore usually depicts it as a white horse-like beast.
Folks in the Middle Ages used the image as a symbol of Christ, purity and grace. They believed this wild woodland creature could only be captured by a virgin.
Others believed its horn was able to clean poisoned water and heal sickness.
Did unicorns once inhabit the earth? Scholars doubt it with most believing it may have originated in tales of the rhinoceros, or was associated with the one-horned goat that is still bred today.
The bottom line is that there is no evidence that the unicorn ever existed - except in popular folklore.