See Days of the week for more on naming conventions.
The contemporary name comes from the Old English Þunresdæg (with loss of -n-, first in northern dialects, from influence of Old Norse Þorsdagr), meaning "Day of Thunor", this being a rough Germanic equivalent to the Latin Iovis Dies, "Jupiter's Day". Most Germanic and Romance-speaking countries use their languages' equivalents: German Donnerstag, Dutch donderdag, torsdag in Scandinavia, Italian giovedì, Spanish jueves, French jeudi, Catalan dijous, and Romanian joi.
In Latin the Genitive or possessive case of Jupiter was Jovis and as such in most Romance languages with the exception of Portuguese it became the word for Thursday: Latin Jovis Dies, Spanish Jueves, Italian Giovedi, and Romanian Joi.
In most of the Indian Languages the word for Thursday is Guruvar, with Guru being the Sanskrit name for the planet Jupiter. In Slavic languages and in Chinese, this day's name is "fourth" (Polish czwartek, Russian четверг, pronounced CHET-vierg). Greek uses a number for this day: Πέμπτη, Pémpti, "Fifth," and Portuguese, too, uses a number for this day: quinta-feira, "fifth day", (see days of the week for more on the different conventions).
The Urdu name for Thursday is Jumeraate (eve of Friday).
In the Hindu religion, Thursday is Guruvaar, from Guru, the Sanskrit name for Jupiter, the largest of planets. Guruvaar fasting is very common throughout India for various holy/religious reasons.
In Judaism and Islam Thursdays are considered auspicious days for fasting. The Didache warned early Christians not to fast on Thursdays to avoid Judaizing, and suggested Fridays instead.
In Judaism the Torah is read in public on Thursday mornings, and special penitential prayers are said on Thursday, unless there is a special occasion for happiness which cancels them.
In the Christian tradition, Maundy Thursday is the Thursday before Easter — the day on which the Last Supper occurred. Ascension Thursday is 40 days after Easter, when Christ ascended into Heaven.
In Catholic liturgy, Thursday is referred to in Latin as feria quinta.
In the Eastern Orthodox Church. Thursdays are dedicated to the Apostles and Saint Nicholas. The Octoechos contains hymns on these themes, arranged in an eight-week cycle, that are chanted on Thursdays throughout the year. At the end of Divine Services on Thursday, the dismissal begins with the words: "May Christ our True God, through the intercessions of his most-pure Mother, of the holy, glorious and all-laudable Apostles, of our Father among the saints Nicholas, Archbishop of Myra in Lycia, the Wonder-worker…"
Quakers traditionally refer to Thursday as "Fifth Day" eschewing the pagan origin of the English name "Thursday". The name of the day is also called by words meaning "fifth day" in Icelandic, Modern Greek, Portuguese, and modern Semitic languages.