"pursuit of anything in ignorance of the direction it will take," hence "a foolish enterprise," 1592, first attested in "Romeo and Juliet," where it evidently is a figurative use of an earlier (but unrecorded) literal sense in reference to a kind of follow-the-leader steeplechase, perhaps from one of the "crazy, silly" senses in goose (n.). Wild goose (as opposed to a domesticated one) is attested in late Old English (wilde gos).
an English notion of a stereotypical French oath, 1869, from French sacré bleu, literally "holy blue," a euphemism for sacré Dieu (1768), "holy God." From Old French sacrer, from Latin sacrare "to make or declare sacred" (see sacred). Such things are never idiomatic. In an old French-language comic set in the U.S. Wild West, the angry cowboys say "Bloody Hell!"