"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!"
childish deformed language (there are many different versions), by 1889 (hog Latin in same sense is attested by 1807).
The animals play quite an important part in the naming [of children's languages], as the hog, dog, fly, goose, pigeon, pig, all give names, with Mr. Hog leading. Among the names the Latins take the lead, and Hog Latin leads the list, being accredited as naming nearly as many languages as all the other names combined. Besides Hog Latin, there is Dog Latin, Pig Latin, Goose Latin, and Bum Latin. Then there is Greekish and Peddlers' French and Pigeon English. ... Very few can give any reason for the naming of the languages. In fact, no one can fully say where the great majority of names came from, for in most cases in the naming the following pretty well expresses the difficulty: "It was born before I was. I can't tell how young I was when I first heard of it." ["The Secret Language of Children," in The North Western Monthly, October 1897]
For the language itself, compare loucherbem, a 20c. French slang similar to pig Latin, which takes its name from the form of the word boucher in that language (which is said to have originated among the Paris butchers).