Vagary, n.; pl. Vagaries.
Etymology: [L. vagari to stroll about. See Vague.]
1. A wandering or strolling. [Obs.]
2. Hence, a wandering of the thoughts; a wild or fanciful freak; a whim; a whimsical purpose. "The vagaries of a child." Spectator. They changed their minds, Flew off, and into strange vagaries fell. Milton.
Shades of meaning
Fernald has no entry of its own for vagary; he lists it under fancy.
He lists it without comment; the entries above explain its neighbors.