Ketubot, Chapter One, Mishnah One
Ketubot opens by discussing on which days of the week a virgin marries, and on which days of the week a widow marries. Note that these customs have not been observed for a very long time, probably already from the time of the Talmud. Some of the talmudic sources mention persecution of the custom by Roman authorities.
A virgin is married on the fourth day [of the week] and a widow on the fifth day, for twice in the week the courts sit in the towns, on the second day [of the week] and on the fifth day, so that if he [the husband] had a claim as to the virginity [of the bride] he could go early [on the morning of the fifth day of the week] to the court.
According to the mishnah a virgin is married on Wednesday so that if the husband wants to make a claim against her that she was not a virgin, he can come directly to the court which sits on Mondays and Thursdays and make a claim against her. If his virginity claim against her is accepted by the court, he may divorce her without paying her the ketubah. The chapter will continue to discuss the issue of virginity claims and how the judge is to adjudicate them. Note that virginity claims are already mentioned in Deuteronomy 22:13-22. The virginity of the bride was of high value in the ancient world and a man who thought that he was marrying a virgin but found that she was not had the right to claim that he had mistakenly married her.
The Talmud asks why it is so important that the husband rush to the court to make his virginity claim. After all, couldnt he marry on Tuesday and wait two days to make his claim. The answer in the Talmud is that the rabbis were concerned that he might forgive his wife and stay married to her. If she had had adultery while betrothed to him, she is considered an adulteress and may not remained married to him. To therefore encourage him to make a claim, the rabbis enacted that he should marry on Wednesday.
There are several other reasons given for this custom in the Talmud, including a belief that these are lucky days. Another interpretation is that a wedding on Monday allows the husband three days after Shabbat to prepare the feast (my how times have changed). I actually wrote an article in Hebrew about this subject and it was part of my doctorate as well (also in Hebrew). If anybody would like a copy I would be glad to send them one. The issue is actually quite complex.
The mishnah does not state why widows are married on Thursday. According to the Talmud this is so their husbands will not go to work the next morning. On Friday morning, after the wedding, the husband will not go to work because it is the day after the wedding, and Friday is not a full work day in any case. Therefore, the new couple will have three days to celebrate together. With a virgin this is not a problem since there is a mandatory seven day celebration for a virgin. During this celebration, which is today called the sheva berachot after the seven blessings said at each meal, the husband is not supposed to go to work. Note that the custom of a seven day celebration is ancient and is mentioned already in the Bible in connection to Jacobs marriage to Leah. He waits seven days before he marries Rachel.