The day Wednesday predates English. It probably arose in the Germanic parts of the Roman Empire some time between 100 and 400 as a calque of the Latin diēs Mercuriī, meaning “day of Mercury”. The Germanic god most closely identified with the Greco-Roman messenger god Hermes was Odin, called “Woden” in Germanic regions. The standard eliding of the second syllable (not “wed-nez-day”) happens just after the spelling was codified, around 1500. Wednesday Addams received her kooky name in 1962, 24 years after her debut as a New Yorker cartoon. Her eponymous series is from 2022.
As for the other weekdays, they’re all calques. Monday is the day of the moon, Tuesday is the day of Tiw, the Germanic name for Tyr, the analog of Mars/Ares. Thursday is the day of thunder, the domain of Jupiter/Zeus. (I was today years old when I learned that it was not named after Thor.) Friday is the day of Frigg, possibly related to Freyja, the analog of Venus/Aphrodite. Saturday is the day of Saturn, the Roman name for Cronus. Sunday is clearly the day of the sun. It’s much clearer in Latin that the weekdays are named after the seven known planets. It’s so clear that during the Meiji Restoration in 1873, Japan adopted the planet names for the days of the week over their traditional numbered days as part of their westernization project.
The Romans themselves adopted the seven-day week gradually, starting around 50, until Constantine made it the official system in 321. They previously inherited an eight-day week from the Etruscans. The seven-day week gained influence due to Christianity, which inherited its week length from Judaism. It’s really striking that just about everyone uses the seven-day week as described in the book of Genesis today, but if you look back just 2500 years, most people used five-day or ten-day weeks.