Perhaps because, etymologically speaking, Tuesday is the day, not of the Muse Terpsichore, but of the war god.
Unlike the month and the year, which were based on the cycles of the moon and the sun, the seven-day week was not based on any natural or astronomical phenomenon. It was devised by the Sumerians and Babylonians, and borrowed from them by the ancient Jews, who adapted it to the Biblical account of Creation, in which God laboured for six days and rested on the seventh. For the Jews, the day of rest was (and still is) what we call Saturday, and the following days were called simply "first day, second day," and so on. The early Christians moved the Sabbath to Sunday, in honour of the resurrection, but they maintained the ordinal numbering for the remaining days of the week, so Monday was "second day", Tuesday was "third day" and so on. Remarkably, this system survives in modern Portuguese, where Monday is segunda-feira, Wednesday terca-feira, and so on. Lithuanian and Latvian also name the days of the week with ordinal numbers.
But the spread of Christianity throughout Europe coincided with the expansion of the Roman Empire. The Romans named the days of the week after the Sun, the Moon, and the five planets that they knew at the time: Mars, Mercury, Jupiter (also called Jove), Venus, and Saturn, a habit that they borrowed from either the Egyptians or the
Babylonians. So what we know as "Tuesday" was "Mars Day". The long-term impact of the Roman Empire is still felt to this day throughout western Europe, where almost all the languages (except Portuguese as we have seen) retain these non-Christian names for the days of the week in some form. So the Roman "Mars Day" became the French "mardi".
The Romans were in Britain for 400 years, and their names for the days imposed themselves on the inhabitants (who didn't seem to have days of the week, or even seven-day weeks, at the time). Indeed, to this day the Welsh – the descendants of the people living in Britain when the Romans were there – have names for the days which reflect Latin origins, Sunday being dydd Sull, Monday being dydd Llun, Tuesday being dydd Mawrth, and so on.
But after the Romans left, the Anglo-Saxons arrived from northern Germany. They and other Germanic peoples had encountered the Roman names for the days, and they translated them using the names of their Norse gods who were equivalent to the Roman gods after whom the planets were named. The closest Norse equivalent to the Roman god
Mars, the god of war, was the Norse warrior god Tiw, so Mars Day became Tiw's Day. The Norse equivalent of the trickster god Mercury, who also accompanied the dead to Hades, was Odin, or in Anglo-Saxon, Woden, so Mercury's Day became Wodnesday, our Wednesday. Like the Roman Jove, the Norse god Thor was in charge of thunder, so Jove's Day became Thor's Day. Venus was equated with the Norse goddess Frija, so
Venus's day became Frija's day. Saturn was not equated with any Norse gods, and this is why Saturday still bears its Roman name.
In Scandinavian languages, Saturday is lordag, literally "wash day" or "bath day". Maybe we should name our days like this: Friday = party day, Thursday = church choir practice day, etc. For me, Tuesday would be "Ballet class day" - still working on that "full of grace" thing!
P.S.
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