The Romans devoted the fourth day to Mercury, the messenger of the gods who traveled across the world with winged sandals. In modern Spanish / French / Italian, the day is rendered as miércoles / mercredi / mercoledì.
When the 1st-century geographer Tacitus traveled to Germania (Northern Europe beyond the Rhine), he remarked that the men there worshiped Mercury as the foremost god. But Tacitus had encountered worshipers of the unfamiliar god, Odin (a.k.a. Wotan in Old High German or Woden in Old English). Odin was a traveler, trekking across the Nine Worlds in disguise, searching for wisdom.
Mercury was the Roman god of medicine and eloquence, just as Odin was the Norse god of magic and poetry. Our word, Wednesday, comes directly from Woden’s Day, or Odinsdagr (as it was in Old Norse). But Odin was such a dreaded and reviled figure to later Christians that in many countries that used to worship him (i.e., Germany, Iceland, etc.) Wednesday was re-interpreted as “mid-week’s-day”.
Mark Beré Peterson: The Haunted South - Hauntings, Urban Legends, History, Folklore and Southern Witchcraft 