It could just be a genetic flaw which makes some deers to be born with one antler in the middle of their heads. In some ways it is sad when mysteries like these are solved. Like when one stops believing in Santa. I still remember when I found out and even today I cannot really forgive the guy who told me ... lol!
A deer born with a single horn in the centre of its head could expain the centuries old myth of the unicorn. The animal has been spotted in a nature reserve in Italy. "This is fantasy becoming reality," Gilberto Tozzi, director of the Centre of Natural Sciences in Prato said. The unicorn, a horse-like creature with magical healing powers, has appeared in legends and stories throughout history, from ancient and medieval texts to the adventures of Harry Potter. "This shows that even in past times, there could have been animals with this anomaly," he said. "It's not like they dreamed it up." (Link)