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Know Your Phrase - The Meanings For Common Phrases and Idioms > W-Letter Sayings
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Phrases and Idioms - The Meanings and Origins For Plenty of Popular Expressions and Idioms
Pursuing something that seems to be pointless or unattainable.
It's believed that this phrase's origin is rooted in some type of 16th century horse racing. Apparently, back then, a "wild goose chase" was a horse race in which the lead rider would be pursued by other riders, which is said to be similar to how geese flying in a formation will follow the one in the lead. However, the rules and details of this sort of race don't seem to be very clear; the opinions on it vary.

This phrase was used in a figurative way by William Shakespeare in the play Romeo and Juliet, believed to have been written in 1594 or 1595:

"Nay, if thy wits run the wild-goose chase, I have done, for thou hast more of the wild-goose in one of thy
wits than, I am sure, I have in my whole five: was I with you there for the goose?"
* I was searching for my cat all over the house but I couldn't find her anymore, it really felt like I was on a wild goose chase. It turns out my cat was outside during the entirety of my search, no wonder I couldn't find her!

* Throughout the day, Jake has been attempting to contact a close friend of his, but it was of no use, his friend would not answer the phone. It appeared that Jake was on a wild goose chase, but his friend finally answered and said that he had lost his phone earlier that day.
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This is not the case for every phrase, but there will certainly be times where the origin of a phrase is not clear. In such cases, what you'll usually see are theories or guesses that take a gander as to where the phrase may have come from, but these may not be accurate.

Additionally, the quotes that I... quote, are typically the oldest that I can find. These come from old books, poems, or newspapers, etc. Keep in mind, though, that there could be an older recording that I possibly overlooked.