Unicorns? Yeah right

You just stand there, and stare.

"Hey Sam." Sally says as she walks up to you. "I think you are right. Unicorns aren't real."

"Wait." You say. "They are real, look right there." You point to the unicorn.

Sally can't see him/her and says, "Don't try to make me feel better."

"What?" You ask. Now she doesn't believe, and they are real.

What do you do?