A lot of them come from the constellations and what we see in the sky. Monday, comes from the moon, or in french, lundie, which also means moon. Tuesday come from the french "mardi" which means marse - wednedsay, "mercredi" is from the planet Mecury, thursday, from the french Jeudi "means Juniper" fridays, from the french again, Vendredi, means the wind, saturday, or course means Saturn and sunday is just what it says the Sun.
For most Latin based languages the names of the days of the week are connected to seven planets of the ancient times, "Sun", "Moon", "Mercury", "Venus", "Mars", "Jupiter", and "Saturn", Thus in a language like Spanish the days are as follows Monday Lunes Moon Tuesday Martes Mars Wednesday Miercoles Mercury Thursday Jueves Jupiter Friday Viernes Venus Saturday Sabado Saturn Sunday Domingo Sun Although in Spanish, as in French and Italian the name for Sunday is not derived from Sun, however, traditionally in Latin this day has been referred to as 'dies solis' (day of the Sun). The English Language has maintained the original planet names for Sunday, Monday, Tuesday, but has replaced the other four days with names of Anglo-Saxon or Nordic gods, Tiw (Tuesday), Woden (Wednesday), Thor (Thursday), Freya (Friday). Interestingly some Asiatic languages such as Korean or Japanese also have similar relationships between the days of the week and the planets. The Biblical calendar numbers its days of the week (i.e 1,2,3,4,5,6,7), with Sunday being the first day and the Jewish number each of the days of the week except the sabbath.