In English, the name is derived from Old English Wōdnesdæg and Middle English Wednesdei, 'day of Woden', reflecting the religion practiced by the Anglo-Saxons, the English equivalent to the Norse god Odin.
In many Romance languages, such as the French mercredi, Spanish miércoles or Italian mercoledì, the day's name is a calque of Latin dies Mercurii 'day of Mercury'.
The name is a calque of the Latin dies Mercurii 'day of Mercury', reflecting the fact that the Germanic god Woden (Wodanaz or Odin) during the Roman era was interpreted as "Germanic Mercury".
The Dutch name for the day, woensdag, has the same etymology as English Wednesday; it comes from Middle Dutch wodenesdag, woedensdag ('Wodan's day').
The German name for the day, Mittwoch (literally: 'mid-week'), replaced the former name Wodenstag ('Wodan's day') in the 10th century. (Similarly, the Yiddish word for Wednesday is מיטוואך (mitvokh), meaning and sounding a lot like the German word it came from.)
The astrological sign of the planet Mercury, represents Wednesday—dies Mercurii to the Romans, it had similar names in Latin-derived languages, such as the Italian mercoledì (dì means 'day'), the French mercredi, and the Spanish miércoles.
In English, this became "Woden's Day", since the Roman god Mercury was identified by Woden in Northern Europe and it is especially aligned by the astrological signs of Gemini and Virgo.
