There was a time in the early history of man when the days had no names! The reason was quite simple. Men had not invented week.
In the ancient time, the only division of times was the month, and there were too many days in the month for each of them to have a separate name. But when men began to build cities, they wanted to have a special day on which to trade, a market day. Sometimes every seventh or every fifth day. The Babylonians decided that it should be every seventh day. On this day they didn’t work but met for trade and religious festivals.
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The Jews followed their example but kept every seventh day for religious purposes. In this way the week came into existence. It was the space between market days. The Jews gave each of the seven day (which was after Saturday). For example, Wednesday was called the fourth day (four days after Saturday).
When the Egyptians adopted the seven-day week, they named the days after five planets, the sun, and the moon. The Romans used the Egyptians names for their days of the week: the days of the sun, of the moon, of the planet Mars, of the Mercury, of the Jupiter, of the Venus, and Saturn.
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We get our names for the days not from the Romans but from the Anglo-Saxons, who called the most of the days after their own gods, which were roughly the same as the as the gods of the Roman. The day of the sun became Sunnandaeg or Sunday. The day of the moon was called Monandaeg, or Monday. The day of Mars became the day of Tiw, who was their god of war. This became Tiwesdaeg or Tuesday. Instead of Mercury’s, that of the god Woden was given to Wednesday. The Roman day of Jupiter, the Thunderer became the day of the thunder god Thor, and this became Thursday. The next day was named for Frigg, the wife of their god Odin, and so we have Friday. The day of Saturn became Saeternsdaeg, a translation from the Roman, and then Saturday.
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A day, by the way, used to be counted as the space between sunrise and sunset. The Roman counted it as from midnight to midnight, and the most modern nation used this method