The Names for the Days of the Week
*updated for today because my 7-year old son was asking about ‘Thursday’ 
People have named the days of the week since ancient times. We tend to take them for granted, even the bizarre spelling of ‘Wednesday’.
The Greeks had a seven day week associated with heavenly bodies. Vettius Valens, an astrologer writing around 170 CE in his Anthologiarum, gave their order as: Sun, Moon, Ares, Hermes, Zeus, Aphrodite, and Cronos.
Following the Greeks, the Romans named the days according to their gods (modified, of course, from the Greeks), and then spread them throughout the world as they conquered Europe. The Roman days were: Lunae, Martis, Mercurii, Jovis, Veneris, Saturni, and Solis. From this come the Spanish (for example), Lunes, Martes, Miercoles, Jueves, Viernes, Sabado, and Domingo (which is the only one that doesn’t fit–see below).
In English, the Roman names were converted into old English, and some were lost entirely in favor of the pagan names:
Monday: Comes from the old English word, Monandæg, meaning ‘Moon’s Day’, a direct translation of the Latin, Lunae. In Germanic mythology, the god Mani personifies the moon.
Tuesday: Old English, Tiwesdæg, meaning Tiw’s Day, a one-handed god associated with single combat. Thus, the translation from ‘Mars’, the Roman god of war.
Wednesday: Old English, Wodnesdæg , or Woden’s Day. There isn’t a real association between the Roman god, Mercury, and Woden, a chief god of the Anglo-Saxons, other than that they are both associated with music and poetry.
Thursday: Old English, Þonresdæg, which is completely unpronounceably, but is effectively ‘Thor’s Day’. Thor, the god of thunder, is the perfect twin of Jupiter (or Zeus, to the Greeks), who maintained his power with a thunderbolt.
Friday: Old English, Frigedæg , the first and only goddess of the week ‘Frige Day’. She is not, however, the Aphrodite of the Greeks and Venus, of the Romans, the goddess of beauty, love, and sex. Revealing an interesting twist in the Anglo-Saxon mind, Frige was the goddess of married women (more akin to Hera) and married to Woden.
Saturday: Old English, Sæturnesdæg or ‘Saturn’s Day’, the only day of the week to retain its Roman origin.
Sunday: Old English, Sunnandæg, meaning ‘Sun’s Day’. English is the one language which has kept the pagan connotation–the Romance languages (see Spanish, above), converted it to ‘the lord’s day’. Thus: Domingo, Dimanche (French), Domenica (Italian).
http://www.crowl.org/lawrence/time/days.html