Old English frigedæg "Frigga's day," from Frige, genitive of Frig (see Frigg), Germanic goddess of married love, a West Germanic translation of Latin dies Veneris "day of (the planet) Venus," which itself translated Greek Aphrodites hemera.
Cf. Old Norse frijadagr, Old Frisian frigendei, Middle Dutch vridach, Dutch vrijdag, German Freitag "Friday," and the Latin-derived cognates Old French vendresdi, French vendredi, Spanish viernes.
In the Germanic pantheon, Freya (q.v.) corresponds more closely in character to Venus than Frigg does, and some early Icelandic writers used Freyjudagr for "Friday."
Black Friday as the name for the busy shopping day after U.S. Thanksgiving holiday is said to date from 1960s and perhaps was coined by those who had the job of controlling the crowds, not by the merchants; earlier it was used principally of days when financial markets crashed.
A native character in Robinson Crusoe, so named because Crusoe found him on a Friday. Friday places himself in service to Crusoe and helps him survive.
Note: Figuratively, a “man Friday” or “girl Friday” is a valued helper.