There is a theory that they were brought by the pixies. Although this is probably not true...
The unicycle was invented by James Bedford Elliott (1846-1906) - born in Middlesbrough, Yorkshire, UK. In the mid 1870's he took a penny farthing and removed the rear wheel. He patented 2 designs, one with just handle bar set in to frame steerer and a second one where he placed a saddle above the wheel as in modern unicycles.