What it means
A wild goose chase is when you get sent tearing about after something you were never gonna find anyway. One clue points to the next, every lead's a dud, and after all that running round you're left with nowt but wasted time and sore feet.
Usage examples
"IT swore the backup was in the old server room, so I trapsed round for ages. Room’s been gutted for years. Proper wild goose chase."
"The dodgy address sent us on a wild goose chase across the whole city."
"Looking for that spare part turned into a complete wild goose chase."
"Mum had me driving round half the retail park for that lamp, then turns out she'd already ordered it online. Total wild goose chase."
"We spent two hours chasing some bloke's vague directions to a pub that shut down last summer. Proper wild goose chase."
Where it comes from
It does go back to Shakespeare, in Romeo and Juliet. There it meant a riding game or race where one horseman led and the rest followed in a stretched, zigzag line, a bit like flying geese. Later the phrase shed the horses and settled into its modern sense of a pointless search.
Other ways to say it
This expression also appears in