The seven day week did not begin as a religious institution but as an astrological one: the planetary hours, cycling the seven classical planets through the twenty four hours of each day in a fixed order, always land the first hour after sunrise three planets further along than the day before, and naming each day for the planet ruling its first hour is what produces the week itself. Sunday takes the Sun's hour first, so it is dies Solis, the Sun's day, in the Latin that spread this system across the Roman world. Most of the Germanic languages later replaced the Latin planets with roughly equivalent native gods, a process called interpretatio germanica, but the Sun and the Moon needed no substitute: sunne and mona were already the ordinary Germanic words for the bodies themselves, so English simply carried the Latin day name across intact rather than swapping in a god's name as it did for Tuesday through Friday.
Christian usage layered a second meaning on top without displacing the astrological one, reading Sunday as the Lord's day in honour of the resurrection, a naming convention that spread through Romance languages as domingo, domenica and dimanche while the Germanic languages, English among them, kept the older planetary name in everyday use. The result is a day whose calendar position is fixed by an ancient astrological reckoning and whose religious significance was added centuries later onto a name that already existed for other reasons entirely.
Sources Norse Mythology: A Guide to the Gods, Heroes, Rituals, and BeliefsJohn Lindow with Deutsche MythologieJacob Grimm