In the Roman calendar, the days of the week were named after the sun, moon, and planets. These heavenly objects were worshiped as gods. The English names for the seven days came through the Saxons, German invaders who went to Britain in the 5th and 6th century. The Saxons had taken the Roman names, modified them, and took them to England. There they were modified further to the names we know today.
The Romans named the days of the week after the seven "planets" they knew: the Sun, Moon, Mars, Mercury, Jupiter, Venus, and Saturn.
You can find the same pattern in the German, French, and Spanish languages. They were all heavily influenced by Latin, as those countries were also part of Rome's ancient empire.
The Saxon days of the week were Sun's Day, Moon Day, Tiw's Day, Woden's Day, Thor's Day, Frigg's Day, Saterne's Day. Can you hear the modern English names in those Saxon and Latin terms?
We should be grateful to the Saxons for something else, too - something important. Saxon King Edgar, in AD 958, declared that no work would be done from Saturday noon to Monday dawn. He invented the weekend!