What does 'to be the third wheel' mean?

English Language Tests, Intermediate level

ESL/EFL Test #348 [color=blue]“English Slang Idioms (69)”, question 9

“Are you sure you want me to come with you and your boyfriend to the lake? I don’t want to be the third ,” Megan said to Alice.

(a) horse
(b) goat
© element
(d) wheel

English Language Tests, Intermediate level

ESL/EFL Test #348 [color=blue]“English Slang Idioms (69)”, answer 9

“Are you sure you want me to come with you and your boyfriend to the lake? I don’t want to be the third wheel,” Megan said to Alice.

Correct answer: (d) wheel

Your answer was: [color=red]incorrect
“Are you sure you want me to come with you and your boyfriend to the lake? I don’t want to be the third goat,” Megan said to Alice.
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Does to be the third wheel mean to be a nuisance
in a way?

Yes. ‘Unnecessary’.