It’s been a while since I’ve done this, so here we go. The prefix of Wednesday is a changed pronunciation of Woden, also known as Odin. Why Odin? In a nutshell, it's because of Germanic influence, which was itself influenced by the Romans.
Wednesday Around the World:
Albanian: e mërkurë
Portuguese: Quarta-feira (fourth fair)
Estonian: Kolmapäev (kolmas third päev day)
Latvian: Trešdiena (trešo dienu third day)
Icelandic: Miðvikudagur (middle week day)
German: Mittwoch (midweek)
Polish: Środa (środek middle)
Czech: Středa (střední middle)
As you can see, the Dutch and Danish have words similar to ours (Sweden, too; it’s Onsdag as well). But most of the other European languages have a variation of Mercury. It shouldn’t surprise anyone that this is due to Latin influence. Classical Latin referred to the third day as diesMercurii—day of Mercury—and the habit of naming the day after a god stuck even where the name of the god didn’t.
The bottom third of the above list, however, eschews the religious aspect of naming the days. Portuguese is literally “fourth fair”, which is how they name mostevery day. Estonian and Latviansimply have variations of “third day”. Icelandicand German use middle-week day and middle week. Polish and Czech have variations on the word middle.
There's a lot of cultural influence on how the day of the week is named. And some things just stick no matter how many years have gone by. Just think: in a thousand years, Wednesday could be Humpday all over the world.
You can't prove it won't happen.
Lawrence A Crowl’s site on the days of the week
Of course the Online Etymology Dictionary
And Google Translate, which was pretty much the entirety of this post.