Why is sheffield Wednesday called sheffield Wednesday?

The Wednesday, as they were at first called, originated in Sheffield and began life as the Wedensday Cricket Club - Wednesday being the day they met to play cricket, because that was the day that the craftsmen who were members of the club worked for half the day only. They began playing football as a means to keeping fit outside the cricket season and presumably found that they were rather good at it because they began competing in the game as the Wednesday Football Club, eventually changing their name to the Sheffield Wednesday Football Club in 1929.