You look to the fairy, who still has that impossibly smug grin on her face, and she materializes a lead. Clearly to claim you as her pet. It is a fine golden bride, indeed a real work of art. You can see it is made of tiny strands that are interlinked and woven together. It smacks of magic and you have problems rationalizing that such a delicate thing could hold the horse you now are. But it is a gold bridle and the smug grin on the fairy's face indicates that she knows EXACTLY what she is doing. And she sees you staring intently at the bridle that appeared in her little hand.
"Beautiful, don't you think? Unicorns get submitted through gold bridles. No need for strength. Its strength is in the magic and the pure gold it is forged with."
You want to flee and run away with all the force of your cloven hooves but it's too late. You've stalled enough, even though you can be excused for that, for all that has occurred to you. The fairy darts forward and wraps the golden lead around your muzzle, head and neck. At once, you cannot move and you know that you will have to obey the fairy without resistance. She grins, happy with her catch, and tugs the lead. This makes you advance, all will to escape gone. You can THINK of fleeing but your body refuses to enact your orders. If you order your ears to twitch or your tail to move, there are no problems. But bolting on the side and running away is not answered at all. You can only follow the fairy, an impossibly tiny creature leading a much, much bigger one, all thanks to a magical golden bridle. She is very happy and you wonder where she is taking you.