Do with Thorium

There are three main ways to get coal. The first two you'll get are the Coal Furnace and Deep Mining upgrades at the workshop. These will let you get small amounts of coal for each mine (0.003 per tick, 0.015 per second) and running smelter (base .005 per tick, .025 per second).

But, by far the best source of coal, is unlocking the Geology technology, and assigning Kittens to the Geologist job. Geologists are worth .015 coal per tick , equivalent to three smelters, or five mines. And kittens can improve at their jobs; a Master Geologist is earning about 0.026 coal per tick, which is over 0.1 coal per second each.

There are also quarries, which each give a +35% boost to mineral production, as well as another 0.015 coal per tick. They won't improve on their own the way Kittens improve their skills, but they still help a lot.

There are also several upgrades at the workshop related to coal which can help. Pyrolysis will increase coal gains by 20% from all sources. The Geodesy will increase Geologists' base coal per tick to 0.0225, making even a Dabbling Geologist worth four and a half Deep Mining mines. It also allows Geologists to produce a small amount of gold while they work.

Your hunters have a chance to find unicorns when you send them out for resources. Unlike the other rare resources they find, furs and ivory, unicorns don't deplete over time. Initially, the only thing you'll be able to do with Unicorns is make Unicorn Pastures. As the other answers have already said, this will give a small amount of Catnip consumption reduction, and also generate additional Unicorns. And just having Unicorns at all gives +10% happiness, which is basically a free +10% production. But, like almost all things in this game, they have more than one use.

The real benefit of Unicorns, though, comes much later. When you research Theology, you will unlock Priests, the Faith resource, and the Religion tab. If you also at this point build a Ziggurat (costs Megaliths, Scaffolds, and Blueprints), a second section opens up. Here, you will gain the ability to Sacrifice Unicorns, returning them to the Unicorn Dimension in exchange for Unicorn Tears. Each sacrifice gives one Tear per Ziggurat owned. There are then a series of buildings available in the Ziggurat section of the Religion tab, each built using Ivory and Tears. These buildings will increase your Unicorn production, and unlock events similar to the Meteors which give free Unicorns and Ivory.

The last building in this section, the Sky Palace, gives a very small chance once built for you to randomly find Alicorns, a variant of Unicorns. Alicorns have the same basic +10% happiness effect, and can be sacrificed for Time Crystals. Time Crystals are required to research Chronophysics, which... doesn't do anything right now. The game's still in development, but ultimately, Time Crystals are meant to be a late-game resource, used in most of the things unlocked by Chronophysics, and the only way to get them will be through the Unicorn-related religion buildings.