A wild goose chase is a pursuit that is likely to prove pointless and unfruitful, as in “we went on a wild goose chase for the antique store she told us about, but we just couldn't find it.” This English idiom has been used since the 16th century, with the first recorded use occurring in Shakespeare's Romeo and Juliet. It may surprise you to learn that it actually has nothing to do with wild geese, despite the name.
This slang term references a type of horse race that was popular in some parts of England in the 16th century. In this race, the pack of horses would follow a leader, often adopting a formation that casually resembled a flock of geese. This was extremely challenging, and bettors often commented that it was difficult to predict the outcome of a wild goose chase, let alone profit from it.
When Shakespeare used it, he meant it in a metaphorical sense, referring to one of Romeo's harebrained plans as a “wild goose chase,” meaning that Romeo was embarking on an adventure that was likely to prove futile. He was referring to this as a situation in which one person sets a path that is difficult to follow, exactly like the lead horse in a wild goose chase. As often happened with colorful words and idioms in Shakespeare's work, the slang term was picked up by the general population.
Several 18th century dictionaries suggest that a wild goose chase is directly related to chasing wild geese, using the difficulty of managing and herding geese as an explanation for this idiom. This illustrates an example of backformation, in which people invent an origin for a word or phrase to come up with an explanation which makes sense to them, rather than researching the actual root of the idiom or word.
The wild goose chase in the sense of a horse race no longer occurs, but the idiom has lived on in modern English. One can go on such a chase for a particular location, person, or object, or for more abstract concepts like information and ideas. Many people can think of a few examples that they have been led on, both literally and metaphorically. In either case, people generally view it as a frustrating waste of time.