What does "a wild goose chase" mean — and why is it funny?

informal

Meaning

A long, hopeless search or pursuit that leads nowhere.

Where it comes from

Used by Shakespeare in Romeo and Juliet, where it first described a kind of erratic horse race rather than the bird; the modern sense later settled on the futile hunt.

Why it is funny

The humor is the futility built right into the words. Wild geese are fast, flighty and impossible to catch on foot, so the phrase names your doomed errand before you have even set out on it.

Used in a sentence

"The directions were wrong and we spent all afternoon on a wild goose chase."