People say that we shouldn't believe in unicorns, and in the cartoon, there's a unicorn and the parent is saying that they should believe in themselves because no one else does (because they are not real).
The humor in this cartoon is that for us humans in real life, we usually talk about how we investigate sea creatures like squids and such, and how we have scientists who study them and their breathing traits and other characteristics the creatures posses, whereas in the cartoon, the roles are switched and the squids are the ones