The phrase "lead on a merry chase" refers to someone leading another on a wild and entertaining pursuit, often through a series of twists and turns. There are several synonyms for this phrase, including "lead on a wild goose chase," "lead on a merry dance," and "lead on a wild romp." Each of these phrases carries a similar connotation of leading someone on a fun and engaging adventure. Other possible synonyms include "lead on a voyage," "lead on a quest," and "lead on an escapade." Regardless of the specific phrasing, the concept of leading someone on a merry chase is universally associated with a thrilling and exciting journey.