We can blame both spellings on the Romans! February is fairly clear: Februa is thought to be a Sabine word (maybe we could blame them for italics, too), meaning “purifications”; Februarius mensis was the month of purification. Before 450 BC this was actually the last month in the ancient calendar and referred to the feast of purification celebrated on the ides of that month throughout the Roman Empire. Ides was the term used for approximately mid-month, being the 13th or 15th, depending on whether that particular month had 29 or 31 days. Interestingly, in English it replaced the Old English solmonað (“mud month”… very appropriate, that) sometime in the 12th century when they began using the Old French term Feverier.
Wednesday accumulated slightly more pedigree before landing in our agendas: It started off as the “day of (the god) Mercury,” the Latin dies Mercurii. It was confiscated by the Scandinavians for their own religious version for Odin, Oðinsdagr (Old Norse) or Onsdag in Swedish. This came with them over the Channel and was adopted by their English counterparts as wodnesdæg, or “Woden’s day.” Old Frisian came fairly close to modern English with Wonsdei (I’ve probably seen that spelling on Facebook from people who can’t type with their i-phones properly…). By the mid- 400 AD period, the Germanic Goths had been converted from Paganism to Christianity by Greek missionaries, and their language began to reflect the changes: The astrological or religious terms gave way to ecclesiastical (or at least neutral) ones. This difference is reflected in words like Mittwoch (German for Wednesday, meaning literally “mid-week”), sreda (Russian), or środa (Polish), both meaning literally “middle.”
So there you have it: Blame it on the Romans, or the Vikings; but whoever you blame, just remember to spell them in correct modern English.