Etymology
From Middle English Thursday, Thuresday, from Old English þursdæġ, þuresdæġ (“Thursday”), possibly from a contraction of þunresdæġ (“Thursday”, literally “Thor's day”), but more likely of North Germanic origin, from Old Norse þórsdagr; all from Proto-West Germanic *Þunras dag (“day of the thunder god”). Compare West Frisian tongersdei, German Low German Dunnersdag, Dutch donderdag, German Donnerstag, Danish torsdag. More at thunder, day.
A calque of Latin diēs Iovis (diēs Jovis), via an association (interpretātiō germānica) of the god Thor with the Roman god of thunder Jove (Jupiter).