calendar-day-name-array

calendar-day-name-array is a variable defined in `calendar.el'.
Its value is

["Sunday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Saturday"]

Documentation:
Array of capitalized strings giving, in order from Sunday, the day names.
If you change this without using customize after the calendar has loaded,
then you may also want to change `calendar-day-abbrev-array'
and `calendar-day-header-array'.

You can customize this variable.