"Mister Wednesday. Although given the weather, it might as well be Thursday"

GNU Free Documentation LicenseOdin - Credit: Victor villalobos
Mr Wednesday is making a divine joke.

Wednesday comes from the Middle English wednes dei, derived from the Old English Wōdnesdæg, which means the day of the English God Woden, equivalent to the Norse god Odin

Thursday is similarly derived from Thor's Day. Thor is the Norse god of thunder, lightning and destruction among other things.