'Tilting At Windmills'

...or attacking imaginary enemies. The phrase is sometimes used to describe confrontations where adversaries are incorrectly perceived, or to courses of action that are based on misinterpreted or misapplied heroic, romantic, or idealistic justifications (thanks Wiki).

In 'Don Quioxote' the novel by Miguel de Cervantes, Don Quixote fights windmills that he imagines to be giants.

'Don Quixote' is on my phone, waiting to be listened to. Mr H has read it and he used to read me little chunks of it which were very funny and entertaining, if not a little sad for Don Quixote.

This poor old windmill looks like it has been in a bit of a battle with Don Quixote himself.