hippopotamus=
hippo: Greek for horse
potamo: Greek for river
hence "river horse"
Also, possibly: some ancient Greek trying to describe a rhinoceros to someone who'd never seen one described it as "a 'river horse' with a horn." (Greeks knew about hippos through trade with Egypt.) Later, somebody who didn't know what a hippo was dropped the 'river' part as unimportant and so we ended up with 'a horse with a horn', hence "unicorn."