"Lead one on a merry chase" is a colloquial phrase that means to lead someone on a wild, confusing pursuit. Synonyms for this phrase include "send someone on a wild goose chase," "put someone through the ringer," "play cat and mouse" and "give someone the runaround." These phrases all refer to situations where a person is being deceived, misled, or manipulated into pursuing something that is ultimately unattainable or pointless. They suggest a sense of mischief or trickery on the part of the person doing the leading, which can be frustrating or amusing depending on the context. Regardless, they capture the sense of frustration and confusion that can come from pursuing something that is constantly just out of reach.