The days between Monday to Friday are known as "weekdays", these are the days we usually go to work. It's also important to know that "weekday" and "days of the week" are not the same thing. In "days of the week" we refer to all seven days of the week (Monday-Sunday.)
In some cases we have a holiday either on a Monday or Friday. This means the weekend is extended for extra days of rest. We call this a "long weekend." I wish we could have a long weekend every week!
It's also important to know the common abbreviations of these days.
If you're interested in hearing how the days of the week are pronounced, you may want to take a listen to Rachel's English. She does a great job of showing how each day should be pronounced in American English. Watch and listen.
What's your favorite day of the week?