What does it mean to tilt at windmills?
It means to go after something that only exists in your own mind. It comes from Don Quixote. In this scene, he attacks some windmills, while seeing giants in his own mind.
The phrase "to tilt at windmills" means to attack imaginary enemies. It can also be used to mean to go on a wild goose chase or to persistently engage in a futile activity.