The Thursday before Easter is called ...
Maundy Thursday: it's the only day in Holy Week—that's the week before Easter Sunday—with a name that is pretty much completely opaque to the typical English speaker. Maundy Thursday is the Thursday before Easter, and the Maundy part comes straight from Latin—specifically, the word mandatum, which means "command, order." Mandatum is also the source of the word mandate.
Maundy Thursday got its name from an anthem sung in Roman Catholic churches on that day: "Mandatum novum do vobis.” The words translate as “a new commandment I give unto you,” and are from words spoken by Jesus to his disciples after he washed their feet at the Last Supper: "A new commandment I give unto you, that ye love one another" (John 13:34, Authorized Version). Maundy Thursday is the day on which Christians commemorate that event with special services that sometimes include a ritual washing of the feet. Some religious denominations call the day "Holy Thursday."
Maundy Thursday is followed by Good Friday, which is observed as the anniversary of Christ's death. There's also Holy Saturday, and then, of course Easter—the day on which Christ's resurrection is commemorated. Easter's date varies with the year (and the calendar being used), but it's always the first Sunday after the paschal full moon.
The word Easter comes from the Old English ēastre, which shares an ancestor with the Old High German ōstarun (also meaning "Easter"), itself from the Old English word for "east": ēast.
The term Holy Week itself is a good reminder of the origin of a word heard throughout the year: holiday comes from the Old English term hāligdæg, a combining of hālig, meaning "holy," and dæg, meaning "day." The word is still sometimes used to refer to a holy day—that is, to a day set aside for special religious observance.