Being unique means that you have distinctive characteristics, not like others, possibly unusual. Can hold a positive or negative meaning. Being special means that you have a quality that stands out and distinguishes you from others. Holds more of a positive meaning.

Lots of things can be "special," but "unique" means one-of-a-kind. This is why we can't use an adverb before "unique" (e.g., "very unique") because a one-of-a-kind thing can not be modified. In the case of people, all people are unique but only some are special; many ideas are special, but few are unique; and stupidity is neither special nor unique.