Wednesday is from the Old English Wōdnesdæg — "Wōden's (Odin's) day," the fourth day of the week named for the Norse-Germanic chief god.
Wednesday does not currently appear in the US Social Security Administration's top 1,000 girls' names, so we don't publish a US rank or birth count for it. That says nothing about the name's standing elsewhere in the world — only that it sits outside the ranked US data we rely on.
In Pythagorean numerology the letters of Wednesday reduce to 1, The Leader. This is a traditional interpretive system, not a factual claim about the name.