A snipe hunt is a practical joke that involves experienced people making fun of newcomers by giving them an impossible or imaginary task.
The snipe is a real bird. It is not fictional nor extinct as many definitions claim. The common snipe is prevalent in Europe and Northern Asia. The Wilson snipe is prevalent in North America and is considered by some a separate species instead of an offshoot of the common snipe.
The snipe is responsible for the term "sniper" derived from marksman in England that had enough skill to stalk and kill the fast moving bird. The snipe is very fast and flies in an erratic pattern, making it an almost impossible target for novice hunters.
Since you have never been on a hunt, we should take you snipe hunting.