Examples
- The map was out of date, so we went on a wild goose chase around the old town.
- I spent all morning on a wild goose chase looking for a form that doesn't exist.
How to use it
Informal. Often "go on / send someone on a wild goose chase".
Where it comes from
Shakespeare uses it in "Romeo and Juliet"; it first referred to a kind of horse race where riders followed a leader.