According to Roman and Greek mythology each name of the week has the following legend behind them.
People called the first day of the week Sunday, the Sabbath, or day of rest. As a day of rest from work, it is the most religiously significant day of the week. Hence, it takes its name from the central God of pre-Christian mythologies- the Sun.
Monday is an abbreviation of Moon day, sacred to the wife of the Sun. Ancient tribes called the goddess of the moon Diana, and built temples for her. It was believed that Phoebus Apollo, the Sun god, drove his flaming chariot across the sky by day, while his wife Diana drove her silver chariot through the sky at night. They loved Diana because she was gentle and beautiful. The woods were sacred to her, as she walked through them.
Tuesday is named after Tiw, the Saxon god of battle, also known as Tyr. There is an interesting story behind his having only one hand. The gods wanted to capture a terrible wolf spirit Fenris, with a strange chain made by the spirits of the mountains. This chain was made of the most difficult things found in the world: sound of a cat's footstep, beard of a woman, roots of a mountain, voice of fishes, longings of a bear, and a bird's spittle. Fenris agreed to be bound, on condition that a god put his hand in his mouth. Tiw was the only one brave enough to volunteer, and put his hand into the wolf's mouth. Fenris was bound, but enraged at being captured, he bit off the god's hand.
Woden, (Odin in Norse) was the greatest of the Teutonic gods, and gave his name to Wednesday. He lived in a palace built entirely of gold and silver, called Valhalla. Two ravens stood on his shoulders, and when he wanted news, he sent them to fly around the world, and report what they saw and heard. Around Woden stood maidens called Valkyries, armed with helmets, spears and shields. They were sent down to earth to bring back the souls of heroes slain in battle, to dine with Woden. While they feasted, he listened to their stories and drank mead, but never ate anything himself. This led to his reputation of being odd and capricious!
Thursday was derived from Thor, the strongest of the Teutonic gods. He had a hammer that no man could lift, a pair of iron gloves, and a belt which doubled his great strength when it was fastened.
Frigg was the wife of Woden and mother of Thor. A day was named after her so that she would not be jealous that days were named after her husband and son, and Friday came into existence. Like Venus, she was the goddess of love.
Saturday comes from the Roman god Saturn, in whose honor the Romans used to feast and drink.