Wednesday is actually derived from "Oden's Day", another Norse God, which ties it neatly into "Thor's Day";   Friday is really Frigg's Day, the wife of Oden.   Tuesday is Tiu's Day, a Germanic God of War and the Sky, (from "Arcade's Dictionary of Word Origins")  You're right about Sun  Day,   Moon  Day, and Saturn Day.  What a mish mosh, huh?     

I love studying word origins and language though.  You're right about how many hidden things we can find embedded in our language.   They don't tell us in school where words come from, why things have the names that they do.  It's fascinating stuff!

Related words: holy and halo, god and good, devil and evil, Son and Sun, German phrase Bei Gott (by God) and our word bigot.

The names of the days of the week (from memory, corrections welcome):

Sunday = Sun-day
Monday =Moon-day
Tuesday = Tieuw's Day (spelling?)  some pagan god
Wednesday = Wedding (between 1st and 2nd halves of week -- in German called "Mittwoch" or midweek)
Thursday = Thor's Day
Friday = Free Day (I think)
Saturday = Saturn  .. everything ends up back being consumed by father Time, Kronos, Saturn ....

On a similar note, Santa's reindeer are very interesting, most related to the heavens or mythology by name.  The character of Santa himself is a relatively recent adaptation of the old Norse god Thor, who with his mighty hammer had the power of thunder and lightning.  Santa's last two reindeer, Donner and Blitzen, are the german words for "thunder" and "lightning." Pretty cool, isn't it?  It gets even more "trippy" and I use that word advisedly: take some time to read the essays at www.jamesarthur.net and you'll see what I mean.