The names for the days of the week, in both Norwegian and English, have their roots in the old germanic mythology.
Mandag and Monday comes from the day dedicated to the Moon, tirsdag comes from the name of the war god Ty, onsdag beares the name of the King of the gods of the old germanic Pantheon, Odin or Wotan, torsdag comes from Thor, the god of thunder and fredag from the name of the goddes of love and fertility, Frøya/Freya.
Lørdag comes from the old norse word laugardagr, meaning washing day, and traditionally, this was the day dedicated to ritual washing ceremonies.
The English name Saturday, on the other hand, comes from the day in the roman calender dedicated to Saturn.