This goes well with the Stars and Planets lesson here http://www.waygook.org/index.php/topic,2286.0.html

I began the lesson with the hanja from this page http://quizlet.com/305097/hanja-days-of-the-week-time-flash-cards/, prompting them to tell me about Sun-day and Moon-day.  Then I began the following powerpoint.

Students will probably recognize the graphics from the Thor movies, so after showing them Tyr's day and Woden's day you should ask them who Thursday is named after.
  You might also note that in the thousand-year-old mythology, Loki is Thor's great-uncle, not his brother. 
The worksheet assumes you have also taught them planets.