"Unicornucopia" is (obviously) a portmanteau word, merging "unicorn" and "cornucopia." I came up with it one day while playing around with words, and decided it had to be a story title.
(I see that the word now turns up lots of places, and I may not have been the first to coin it, but I did invent it independently.)
Anyway, I wrote a story to fit it, and as good luck would have it, Gardner Dozois and Jack Dann were putting together a unicorn anthology at the time. Of course, it was meant to be a reprint anthology, but I talked Gardner into looking at "Unicornucopia" anyway, and he bought it.
I think it's a pretty good story, actually. I liked it enough that I included it in my collection Celestial Debris, even though that was supposed to be a collection of my science fiction stories, and this one's obviously fantasy.