It's an adaptation of Roman names for days.

Latin: French: English: Roman deity

dies lunae: Lundi: Monday: Luna

dies Martis: Mardi: Tuesday: Mars

dies Mercurii: Mercredi: Wednesday: Mercury

dies Iovis: Jeudi: Thursday: Jupiter

dies Veneris: Vendredi: Friday: Venus

dies Saturni: Samedi: Saturday: Saturn

dies solis: Dimanche: Sunday: Sol Invictus

The Roman deities were often identified with Germanic deities. Mercury was considered to be Woden, Jupiter was considered to be Þunor, Mars was considered to be Tiw, Frige was Venus, and so on. I presume that Saturn had no Germanic equivalent.

Also, a correction: Tuesday, Wednesday, Thursday, and Friday are named after Tiw, Woden, Þunor and Frige. all Anglo-Saxon deities, not Tyr, Odin, Thor, and Frigg/Freyja, who are Norse deities. That's why it's Wednesday and not Odinsday.

hi! you'll find some info in this section of the FAQ

• Weeks, weekdays, and weekends, specifically in this post How were the days of the week (in the English language) named?