The days of the week are names, so they must be capitalized. Every time you write a day of the week, be sure it begins with a capital letter.
Sunday
Monday
Tuesday
Wednesday
Thursday
Friday
Saturday
Last Friday, we went out for dinner.
I have swim practice every Thursday.
John plays tennis on Monday and Wednesday.
We like to visit Grandma on Sunday afternoons.
My brother likes to sleep late on Saturdays.
Days of the week are always capitalized.