I like to think on the origins of things and the week days were always present on my mind, because they vary so much from country to country. Wednesday in English, mercredi in French, quarta-feira in Portuguese.
Wednesday comes from the word Wōdnesdæg (Old English) and means "Day of Wodanaz" and it could also means "Mercury's day". I prefer the Nordic mythology to the Roman. Vikings are so cute.
Wodanaz (in Proto-Germanic) is Odin, the major god in the Norse mythology and the principal member of the Æsir (the major group of the Norse pantheon).
In futhark (or runic alphabet is an ancient Germanic and it is used for writing, divination and magic) , Odin is represented by the rune
Odin's Day by ~BlackLuna on deviantART