The Collaborative International Dictionary of English v.0.48:

Wednesday \Wednes"day\ (?; 48), n. [OE. wednesdai, wodnesdei,
   AS. W[=o]dnes d[ae]g, i. e., Woden's day (a translation of L.
   dies Mercurii); fr. W[=o]den the highest god of the Teutonic
   peoples, but identified with the Roman god Mercury; akin to
   OS. W[=o]dan, OHG. Wuotan, Icel. O[eth]inn, D. woensdag
   Wednesday, Icel. [=o][eth]insdagr, Dan. & Sw. onsdag. See
   Day, and cf. Woden, Wood, a.]
   The fourth day of the week; the next day after Tuesday.
   [1913 Webster]

   Ash Wednesday. See in the Vocabulary.
      [1913 Webster]

WordNet (r) 3.0 (2006):

Wednesday
    n 1: the fourth day of the week; the third working day [syn:
         Wednesday, Midweek, Wed]