Come between us, good Benvolio, my wits faints.
Swits and spurs, swits and spurs, or I'll cry a match.
Mercutio:Romeo And Juliet Act 2, scene 4, 67–73
Nay, if our wits run the wild-goose chase, I am done; for
thou hast more of the wild goose in one of thy wits than, I am
sure, I have in my whole five.
Romeo and his voluble friend Mercutio have been trading off a rapid fire of hilarious jokes, an exchange Mercutio likens to a "wild-goose chase." Though this is the first record we have of the phrase, the audience must have been familiar with the real game, in which one horseman executed a series of difficult maneuvers which others had to repeat in close succession. (Thus Romeo's obscure "swits and spurs"—that is, "switch and spurs," to control one's baffled steed.) The game was probably named after the flight pattern of a flock of wild geese, which obediently follows the often erratic lead of the head goose. Thus, perhaps, the latter-day sense of the phrase: the pursuit of an evasive leader evolved into the pursuit of an impossible or illusory goal.
Mercutio also refers to his "five wits." He doesn't mean the five senses, but rather the corresponding intellectual faculties: memory, imagination, fancy, common sense, and judgment.