Why do we say "A wild goose chase"?

Background:

A Wild Goose Chase refers to a hunt for something that couldn’t be found, particularly when the quest was initiated by someone else or when it was almost certainly futile.

Examples:

“My spouse sent me out to buy a quart of yak’s milk but it was a wild goose chase; I searched everywhere but never did find any. I think they just wanted me out of the house for a while!”

“My boss asked me to find a bug in the code but it was a wild goose chase; no such bug existed and looking for one was a waste of time.”

“In the dark ages, people sought to turn lead into gold but such a thing was impossible—a wild goose chase.”

The original meaning of the phrase “a wild goose chase” comes from the 16th century and refers to a style of horse racing. It was first described by Gervase Markham (c. 1568-1637), an English poet and farmer who wrote extensively about country life and sporting pursuits. In his 1593 pamphlet A Discource of Horsmanshippe, he writes about an event where a single horse and rider start off, followed by a field of several others who aren’t permitted to pass the lead. The person in front sets a path that weaves back and forth, with the rest of the riders trying to keep up. The race often ended up looking like the V that forms when a flock of geese flies overhead, hence the name.

William Shakespeare is credited with popularizing the phrase. In Act 2, Scene 4 of Romeo and Juliet (1597):

Romeo: Switch and spurs, switch and spurs; or I’ll cry a match.

Mercutio: 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.

While the reference is figurative, Shakespeare is never-the-less referring to the horse race, comparing Romeo’s mental prowess to the speed of the lead horse.

The phrase’s meaning began to evolve into a useless pursuit by the early 17th century. In the play The Spanish Gipsie (1623), playwrights Thomas Middleton and William Rowley wrote:

Enter Diego.

– Diego: Ha, ha, ha! Some one
That hath slept well to night, should a but see mee
Thus merry by my selfe, might justly think
I were not well in my wits.

– Lewys: Diego!

– Diego: Yes ’tis I, and I have had a fine vagary,
The rarest, Wild-goose chase.

The idiom as we know it today seems to have been established by the time Samuel Johnson published A Dictionary of the English Language in 1755. He defined “a wild goose chase” as “a pursuit of something as unlikely to be caught as the wildgoose.” Frances Grose defined it as “A tedious uncertain pursuit, like the following a flock of wild geese, who are remarkably shy” in his 1811 Dictionary of the Vulgar Tongue.

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