What does it mean to go down a wormhole?

Could you please explain what the expression "going down a wormhole" signifies? I've heard it used in conversations about cryptocurrency and finance, but I'm not quite sure how to interpret it. Is it related to some specific aspect of the market or does it refer to a more abstract concept? Could you provide an example or a scenario where someone might use this phrase? I'm quite curious to understand its meaning and context.