Lunes = Monday. This is the easiest one, because both mean "Moon day" in each language. If you find it hard to remember that "Luna" is moon in Spanish, remember lunatic comes from luna. So, literally, a lunatic is someone with moon-caused insanity.

Martes = Tuesday. Literally, the day of Marte (Mars), the god of war. According to this news piece by Reuters (https://www.reuters.com/article/idUSTRE59P4EF20091026), Tuesday is the most stressful day at the workplace, so it's no wonder ancient Romans decided to call this day the day of War. (I just made this last part up for the sake of aiding your memory).

Miércoles = Wednesday. The day of Mercury, or Mercurii dies. Mercury was the winged messenger of the gods, so we often associate mercury with speed. Quite often, the Miércoles goes by so fast that we don't remember what we did during that day.

Jueves = Thursday. Jueves comes from Jovis dies, the day of Jupiter. The word "jovial", (happy, literally "Under Jupiter's influence"), also comes from Jovis, because people used to think that the planet Jupiter made people happy. So, when Jueves comes, you feel Jovial because the next day is Friday! Remember: Jueves is the Jovial day. (Also made up for the sake of memory).

Viernes = Friday! It comes from Veneris dies, the day of Venus, the goddess of sexual love. Just remember that Viernes is the day lovers meet to catch one or two venereal diseases. ("Venereal" also comes from Venus. And yes, imagining shocking things help your memory).

Sábado = Saturday. No explanation needed. This one comes from the Hebrew Sabbath or shabbath, and it means "rest".

Domingo = Sunday. Domingo comes from Dies Dominicus, "The day of the Lord" in the Christian tradition. The day people go to church. If you have trouble remember that Dominicus is Lord, remember that dominion and dominate are also related words. I'll let your imagination run wild with the associations between to dominate and Domingo, the day people go to church.