These things are found in the Snow biomes(First Snow, etc) and like the whales I suggested before this, it can have a baby with it and will attack any threats.
~More stuff added by @SilverTheNicheling~
-Finding these can be rare, finding one of these, then you're lucky! ("The chance of it is rare though so if you do find this beastie then you’re lucky!")
-The baby can be like a friendly bearyena(Maybe if you kill the mother (or something like that) you can tame it) and cross-breed. ("So when it has a baby with it, will it kinda act like the Friendly Bearyena and allow us to crossbreed with it? Maybe gaining genes like it’s horns?")