What makes Saturday different from the other days of the week?
Everyone loves Saturday. End of the western work week, a day to sleep in—Saturday is special.
It's also linguistically special. The names for the days of the week come to us from Old English, the language spoken in England from from sometime in the seventh century until about 1100 AD. This Germanic language is the broad foundation that Modern English was built on, and occasionally it leaves us hints about the culture of the Anglo-Saxons. That's the case with the days of the week.
Each of the days of our week are named in honor of a god or object deemed worthy of veneration by the Anglo-Saxons. The sun and moon each get their due in Sunday (from the Old English sunnandæg, or literally "sun's day") and Monday ("moon's day"). Then the remaining five days of the week are named after gods: Tuesday was named for the Germanic god of war, Tiu; Wednesday was named for Woden, the supreme creator among the Norse gods; Thursday was named for Thor, the Norse god of thunder; Friday was named for Frigga, the Norse goddess of marital love and the hearth; and Saturday was named for Saturn—who was not a Norse god.
Saturn was the Roman god of agriculture. It's not as though there wasn't a Norse god of agriculture to name that last day of the week after—so why use a Roman god? This is a historical and cultural holdover from Roman Britain. The island we think of as England was occupied by Roman forces from 55 BC until 410 AD, and this contact with Rome left more behind than just walls and archaeological ruins. There are a number of words in Old English that show how strong the Roman influence was on the language and culture, and sæturndæg (Saturday) is one.
Most word lovers know that English likes to scoop up words from other languages it encounters, but the strange case of Saturday proves that this isn't new behavior—English has been borrowing from other languages since the very beginning.