We have weeks because the Babylonians dedicated a day to each of the seven heavenly bodies visible to the naked eye that move relative to the background stars: the sun, moon, Mars, Mercury, Jupiter, Venus, and Saturn. The usage of the seven-day week passed to both the Jews and the ancient Greeks; the Romans eventually replaced their previous eight-day week with the Greek seven-day one. Most day-names in Romance languages continue to follow the Latin/Roman names of those gods/planets.
Under the Roman Empire, the Germanic tribes adopted the Roman calendar, but mapped their gods onto the Roman gods: "Sol" and "Luna" became "Sun" and "Moon"; Mars was mapped to Tyr/Tiwaz/Teiws because they're both war gods; Mercury to Odin/Woden, because they were both psychopomps -- tasked with taking the souls of the dead to the afterlife (bet you didn't know that about either of them!); Jupiter to Thor, because they're the ones in charge of thunder and lightning; and, in the only one which is a TOTAL no-brainer, Venus to Freya.