Thursday (pronounced /ˈθɜrzdeɪ/ or /ˈθɜrzdi/ ( listen)) is the fourth day of the week according to the ISO 8601 international standard adopted in most western countries. In countries that use the Sunday-first convention and in the Judeo-Christian calendar it is the fifth day of the week. It falls between Wednesday and Friday. The name is derived from Old English Þūnresdæg and Middle English Thuresday, which means "Thunor's day".
Pagan etymology
The contemporary name comes from the Old English Þunresdæg, "Thunor's Day"[1][2][3] (with loss of -n-, first in northern dialects, from influence of Old Norse Þorsdagr, meaning "Thor's Day"). Thunor and Thor are derived from the Proto-Germanic god Thunaraz, god of thunder. Most Germanic languages name the day after this god: Torsdag in Danish, Norwegian, and Swedish, Hósdagur/Tórsdagur in Faroese, Donnerstag in German or Donderdag in Dutch.
In Romance languages, the day is named after the Roman god, Jupiter who was the god of sky and thunder. In Latin, the day was known as Iovis Dies, "Jupiter's Day". In Latin the Genitive or possessive case of Jupiter was Iovis/Jovis and thus in most Romance languages it became the word for Thursday: Italian giovedì, Spanish jueves, French jeudi, Catalan dijous, and Romanian joi. This is also reflected in the p-Celtic Welsh dydd Iau. But Portuguese, also a Romance language, uses the word quinta-feira, meaning "fifth day of liturgical celebration", that comes from the Latin "feria quinta" used in religious texts where it was not allowed to consecrate days to pagan gods.
In most of the Indic languages the word for Thursday is Guruvar — var meaning day and Guru being the style (manner of address) for Bṛhaspati, guru to the gods and regent of the planet Jupiter.
http://en.wikipedia.org/wiki/Thursday