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]

The Collaborative International Dictionary of English v.0.48:

Ash Wednesday \Ash` Wednes"day\ ([a^]sh` w[e^]nz"d[asl]).
   The first day of Lent; -- so called from a custom in the
   Roman Catholic church of putting ashes, on that day, upon the
   foreheads of penitents.
   [1913 Webster]

WordNet (r) 3.0 (2006):

Ash Wednesday
    n 1: the 7th Wednesday before Easter; the first day of Lent; the
         day following Mardi Gras (`Fat Tuesday'); a day of fasting
         and repentance