I've always loved not having to worry about blockers, but 'unblockable' monsters are always a little wimpy. Nobody bats an eye if they get hit for one or two unblockable damage.
Merfolk work a bit different, though. They often have islandwalk, or ways to get islandwalk, and then they have spells that force your opponents to have islands. Merfolk also have boosters, cards that give +1/+1 to other merfolk, which can stack up pretty nicely if you manage to get a bunch out on the field.
This deck, if you play your cards right, can hit for 20 unblockable damage by turn five. If your opponent is not actively killing your creatures, it should be an easy win.
It's also a bit of a budget deck, nothing here costs over five dollars, at least at the time of writing.
Cards of note:
Lord of Atlantis and Master of the Pearl Trident are the cards that give everything islandwalk. You kind of need these to attack. Thankfully, there's four of each, so you'll probably get one sooner or later.
Aquitect's Will and
Sea's Claim
let you use islandwalk on non-blue decks. Quicksilver Fountain does something similar, but to the entire board. Of note is that Sea's Claim and Quicksilver Fountain both turn lands into islands, denying their original color or effects. This could be useful for crippling a multi-color deck.
Coralhelm Commander and Merrow Reejerey, along with all the Islandwalk-giving creatures, give +1/+1 boosts, turning a fairly small force into a hard-hitting wall of fishy rage.
