Roman gods gained weekday names in the Nordic countries. Mars became Tyr on Tuesday, Mercury Odin on Wednesday, Jupiter Thor on Thursday, and Venus Frigg on Friday (Friday). Saturday arrived outside of the system: "Saturday" in Norse means "hot water day," which may also be rendered as "washing day" or "washing water day."
In Germany, France, and England, Saturday was originally called Sabbat, after a word meaning "to wash" or "bathe." The term was adopted by Christians to describe the Sabbath. They replaced Sunday with Saturday because it is the sixth day of the week, not the seventh.
In America, Saturday was originally called Sabato, or Saturday at noon. The term was changed when Catholics began observing Easter on a different date each year. Since 1940, Easter has always fallen on a Sunday, so the only change that has been made to the American Saturday is that it no longer coincides with Holy Saturday, when Christians mark the end of Easter Week and the beginning of Lent.
Easter is a holiday that celebrates Jesus' resurrection from the dead. Before the invention of movable-date printing, Catholics needed something to read during Lent to remind them what sins would need to be forgiven before Easter could happen. So an edition of the Bible without Sundays was necessary. The first such edition was produced in 1472 by Johann Gutenberg.
TL;DR Saturday is named after the Roman god Saturn, not a Norse deity. The present Icelandic/Danish/Norwegian/Swedish titles for the equivalent days are all cognates that mean "washing/laundry day," implying that the day was never named after any Norse deity.
The modern term Friday comes from the Roman goddess Frigga, who married Odin (the All-Father) and made an agreement with him to share power and authority. Because Fridays were considered holy by most Christians (since Jesus was crucified on a Friday), this area of Europe came to be known as "Christendom."
Saturday is named after the Roman god Saturn. He was the ruler of heaven at a time when Earth was not yet populated but instead was filled with ocean. A huge flood destroyed much of the world's water, leaving only two people afloat on a piece of wood. These two people were saved by Jupiter, who took one of them up into heaven to be his queen.
So given this history, it shouldn't surprise you that Norse gods play no role in explaining why Monday through Friday are called what they are today. The names "Monday" through "Friday" are actually English inventions that date back only as far as the 16th century.
The next five days of the week are named after gods: Tiu, the Germanic god of battle; Woden, the ultimate creator among the Norse gods; Thor, the Norse god of thunder; and Frigga, the Norse goddess of marital love and the hearth... The fact that these are all foreign names shows how popular religion was in Europe during the early medieval period.
Saturday was originally called Segesta, which means "day of Segestus", who was a major Germanic deity. He was described as a good god who protected farmers and merchants but he was also feared because he could be angry and take away your goods. After him, the name Saturday was adopted by Christians as their holy day because it was when Jesus Christ was crucified.
Sunday has been called elleth, which means "god's day", since the beginning of Christianity. It was originally known as elfa, which means "every" or "all". Sunday was considered important because it was when God rested from his work on earth. People believed that God needed to rest too so they agreed that Sunday should be a free day for Christians to relax.
Monday is old german for "day of the sun" and this name comes from the fact that people used to think that the sun drove all kinds of weather including rain, wind and snow. Because of this, the sun was seen as a powerful force that needed to be respected.
Wednesday is named after the deity Woden, who is associated with the Roman god Mercury, most likely because both gods possessed eloquence, the capacity to travel, and guardianship over the dead. Thursday is Thunor's day, or, in Old English, Thunresdaeg, "the day of Thunder." Friday is Saesnegs daeg, "the day of the Sons of Saesi". Saturday is Sorona's day, after the Norse goddess of love and beauty. Sunday is Sunna's day, after the Norse goddess of light and beauty.
Other myths about the origins of Wednesday include that it was so called because it is the second day of the week or that it is named after Weyland, a Germanic god who led many people to Valhalla, his special paradise where warriors were given wine and beer to drink until they died. No matter the truth about its origin, we can be sure that Wednesday has been around for a long time since ancient cultures all over the world have believed that this is an important day on which to act.
In Europe, Wednesday is often called "Messew" or "Missew", which means "mass" or "mystery". This name comes from the Catholic Church's tradition of celebrating four major religious festivals every year: Easter, Pentecost, Trinity Day (also known as Red Sunday), and Christmas.