In English, most of the days of the week are named after gods. Tuesday is Tiu/Tyr, the Norse god of war, Wednesday is Woden/Odin, Thursday is Thor, Friday is probably either Frigg or Freya, Norse goddesses of love. Saturday is also named after a god, but for some reason from a completely different mythology—Roman. And of course, we’re the only one who still does that.
Saturday in Other Languages
Hungarian: e shtunë
As you can see, a lot of countries have a similar naming convention. Most non-Scandinavian European countries have a variation of Sabbath, even countries like Germany and France where it’s quite different (it’s basically a mispronunciation of it). The Scandinavian countries went a completely different route. Their Saturday is from an Old Norse word meaning “bath day”, probably used because they didn’t want to use their equivalent god of death for a day of the week. It spread through the other countries and stuck even as the language changed. Finally, there’s the oddballs, Latvia and Lithuania, both of which have words meaning sixth day. It’s just how they do their days of the week there.
Our Saturday was Sæterdæg or Sæternesdæg in Old English, both meaning the day of the planet Saturn. It was taken from the classical Latin Saturni dies (Saturn day), which itself was taken from the Greek kronou hemera, Cronus day (makes sense, Cronus is the Greek equivalent of the Roman Saturn).
Tony Jebson’s page on the Origins of Old English