Her mother's name being Morticia, it strikes me odd that her daughter would be named after a day of the week. Am I missing something? What is the reasoning behind that character being named Wednesday?
A year earlier, a Manhattan-based company named Aboriginals, Ltd had opted to manufacture stuffed fabric dolls based on the Addams family characters. Addams had been thinking about Morticia as the name of the skeletal beauty in black rags, Gomez was already Gomez, and a friend suggested that the pallid little girl he was drawing certainly suggested Wednesday, the child of woe from the traditional nursery rhyme. Addams liked it.
Monday's child is fair of face,
Tuesday's child is full of grace,
Wednesday's child is full of woe,
Thursday's child has far to go,
Friday's child loving and giving,
Saturday's child works hard for a living,
But the child who is born on the Sabbath day
Is fair and wise and good in every way.
Charles Addams, the creator of the Addams family clearly intended her name to relate to the popular children's rhyme 'Monday's Child'' ("Monday's child is fair of face, Tuesday's child is full of grace, Wednesday's child is full of woe", etc).
To back this up, the original pen sketch that Addams provided to the ABC-TV Network (before the show was aired) specifically describes her as a "child of woe".
Child of woe is wane and delicate... sensitive and on the quiet side, she loves the picnics and outings to the underground caverns... a solemn child, prim in dress and, on the whole, pretty lost... secretive and imaginative, poetic, seems underprivileged and given to occasional tantrums... has six toes on one foot...
In Addams' cartoons, which first appeared in The New Yorker, Wednesday and other members of the family had no names. When the characters were adapted to the 1964 television series, Charles Addams gave her the name "Wednesday", based on the well-known nursery rhyme line, "Wednesday's child is full of woe".
In a letter in the July 30, 2018 issue of The New Yorker, Joan Blake from Southern Pines, N.C. takes credit for the name:
It was a pleasure to see a copy of Charles Addams’s painting “An Addams Family Holiday” printed in the magazine (Sketchbook, July 9th & 16th). I met Addams in New York more than fifty years ago. I lived in North Carolina, but had travelled to the city for a court case involving the custody of my children. I was staying with my college roommate, and she threw a large party, which Addams attended. I was so depressed that I sat on the couch all evening. Addams sat down beside me and asked what was wrong. I told him. He took my arm, walked me to the elevator, and took me to P. J. Clarke’s. He made me laugh and told me that the Addams Family was being made into a television show, and that he had no name for the little girl. I said, “Wednesday—Wednesday’s child is full of woe.” And Wednesday became her name.
I remember Morticia explaining why she was named Wednesday Friday as because that's how long she was in labor giving birth to her, from Wednesday to Friday; Wednesday of one week to Friday the next.