The Twelve Kingdoms: Sea of Shadow(1992)

Tsuki no Kage Kage no Umi

Except for her red hair, Yoko Nakajima is a typical, obedient Japanese high-school student. Her life is fairly ordinary—that is, until Keiki, a unicorn in the guise of a young blond-haired boy, tells her that she is his master and must return to their kingdom. When the boy mysteriously vanishes, Yoko is left alone, confused, and wandering through a foreign land with nothing to help protect her save a magic sword and a magic stone. When Keiki suddenly appears at Yoko’s school, little does she realize that her life is about to change. Lost in a strange land--without a map—and demons on her trail, Yoko begins her quest for both survival and self-discovery.

(Source: TOKYOPOP)