merkredo

Five down, two to go. The week has been arriving on this site a few ranks at a time, in the order the frequency list hands them over rather than the order a textbook would: lundo at 1,135, vendredo at 1,464, sabato at 1,628, dimanĉo at 1,087, and now merkredo. That is five of seven. Mardo lands at 2,397, later in this same chapter, and ĵaŭdo waits until 2,620. It is an odd way to learn a week and a very honest one - this is genuinely how often each day gets written down.

The full set, for reference: lundo, mardo, merkredo, ĵaŭdo, vendredo, sabato, dimanĉo.

Lower case, always. Esperanto does not capitalise days, months or nationalities: merkredo, not Merkredo. Only proper names and the first word of a sentence take a capital. English speakers get this wrong for a year; French and Spanish speakers never do.

On Wednesday: two ways, both correct. For "on a day", Esperanto uses the accusative of time, which needs no preposition at all: merkredon means on Wednesday, exactly as lundon matene means on Monday morning and la tutan tagon means all day. The alternative is the adverb merkrede, which is slightly more general - on Wednesdays, as a habit. Both are idiomatic:

• Mi venos merkredon. - I will come on Wednesday (this one).
• Mi laboras merkrede. - I work on Wednesdays (as a rule).

You may also say en merkredo, but it is heavier and adds nothing. Time expressions has the whole system, including why the accusative does this job at all.