Wednesday gets its odd, silent "d" honestly—it's been there from the start, even though we've stopped pronouncing it since at least the 1400s. The word goes back to Old English "wodnesdæg," meaning "Woden's day," named after the chief Germanic god (also known as Odin). This was actually a translation job: the Romans called this day "dies Mercurii," or "day of Mercury," and the Germanic peoples swapped in their own god who seemed to match—Woden/Odin—rather than just borrowing the Latin name outright. Other old Germanic languages did the same thing, giving us things like Old Norse "Oðinsdagr" and Old Frisian "Wonsdei." Exactly why Odin was seen as equivalent to Mercury is a bit of a puzzle to historians, though the ancient Roman writer Tacitus already made that connection—one guess is that both gods were associated with eloquence and clever speech.
As English evolved, "wodnesdæg" morphed through a wild variety of medieval spellings—wedenisdai, wedinsdai, wensdai, and more—before eventually settling into the "Wednesday" we write today, even as everyday speech simplified the pronunciation by dropping that middle "d" sound. Interestingly, not all Germanic languages kept the Odin reference. German went its own way with "Mittwoch," meaning "mid-week," likely because Gothic-speaking Christians adopted a more neutral, church-based naming system from Greek missionaries rather than one tied to old gods. That same non-mythological "middle of the week" idea shows up in Polish "środa" and Russian "sreda," both of which also just mean "middle." So while English held onto its pagan roots in spelling (if not in sound), other languages nearby chose a more religiously neutral path.
Wednesday (n.) fourth day of the week, Middle English Wednes-dai , from Old English wodnesdæg "Woden's day," a Germanic loan-translation of Latin dies Mercurii "day of Mercury" (compare Old Norse Oðinsdagr , Swedish Onsdag , Old Frisian Wonsdei , Middle Dutch Wudensdach ). For Woden , see Odin . Contracted pronunciation is recorded from 15c. The range of Middle English spellings is notable; Middle English Compendium lists among others wedenisdai , wedinsdai , wensdai . The Odin-based name is missing in German ( mittwoch , from Old High German mittwocha , literally "mid-week"), probably by influence of Gothic, which seems to have adopted a pure ecclesiastical (i.e. non-astrological) week from Greek missionaries. The Gothic model also seems to be the source of Polish środa , Russian sreda "Wednesday," literally "middle." The identification of Odin, chief Germanic god, with Roman Mercury is in Tacitus but has puzzled historians. OED (1989) suggests it is because both were gods of eloquence.