Etymology

throw one's cap over the windmill

Today it means: To act in a bizarre, eccentric or immoral manner. Full definition →

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The story

Probably a calque of French jeter son bonnet par-dessus les moulins . Widely reported as deriving from a passage in the novel Don Quixote in which the titular character throws his cap over a windmill that he has mistaken for a giant, as a challenge. However, no such passage exists in the book.

Etymology from Wiktionary, CC BY-SA 4.0.