Kesubos Chapter 1, Mishnah 1. This mishnah deals with the days of the week on which a woman should be married, and to understand it we must first establish an important principle: the marriage itself is the second half of the process - the stage at which the couple begins to live together as husband and wife. In ancient times the betrothal (kiddushin), which designates the woman for her husband and forbids her to every other man, took place some time earlier. This circumstance is the key to understanding the words of the mishnah.
The text of the mishnah:
"Besulah niseis l'yom harevi'i v'almanah l'yom hachamishi" - a virgin, a woman who has had no prior physical relationship, is married on Wednesday, and that is the day appropriate for her; and a widow is married on Thursday.
The reason for the widow:
Let us begin specifically with the widow, since the reason for the virgin is stated explicitly in the mishnah itself, whereas the law of the widow is not discussed here but is explained in the Gemara: for a widow there is no obligation of seven days of celebration, yet the Sages nevertheless wanted her husband to be available to her for at least three days, with all of his attention devoted to her. If she marries on Thursday - on that day he is free for her, on Friday he does not go out to his work because it is Shabbos eve, and after that comes Shabbos. Only on Sunday does he return to his work, so it turns out that during the first three days she received the attention that is due her.
The reason for the virgin:
Here the mishnah explains: "Shepa'amayim bashabbos batei dinin yoshvin ba'ayaros, bayom hasheini uvayom hachamishi" - from an ordinance of Ezra the Scribe at the beginning of the Second Temple era, the courts would convene in the towns twice a week, on Mondays and on Thursdays. And for this reason, "she'im hayah lo ta'anas besulim hayah mashkim l'veis din" - if the husband should have a claim that at the first act of intimacy he did not find her to be a virgin as she was supposed to be, he can rise early the next morning, on Thursday, at the hour when the court convenes, and bring his case before them.
And why were the Sages so insistent about this, rather than letting the husband leave the matter unresolved? Since the betrothal took place some time before the marriage, if it becomes clear that she had already had relations with another man, there is reason to be concerned that this occurred during the period between the betrothal and the marriage. And if that is what happened, she is forbidden to her husband because she committed adultery while married to him. The Sages therefore wanted the very first opportunity to be available to him, already the next day, to come to the court and clarify what actually happened and whether she is indeed forbidden to him.
Why not marry on Sunday?
The Gemara asks: the court convenes on Monday as well, so why was Wednesday, which is adjacent to Thursday, designated, and not Sunday, which is adjacent to Monday? The reason is that the Sages "shakdu" - they invested extra time and attention in the welfare of the daughters of Israel, so that they would have at least three days of preparation for the wedding feast: Sunday, Monday and Tuesday, and on Wednesday they marry. Had they married on Sunday, there would have been almost no time for preparations at all. Keep in mind that we are speaking of an era before refrigeration, when nothing could be prepared very far in advance.
In summary: in this mishnah we learned that a virgin is married on Wednesday and a widow on Thursday. In the case of a widow - so that her husband will have three days to devote his attention to her. In the case of a virgin - so that if he has a claim regarding her virginity he can rise early and go to the court that convenes on Thursday, out of concern that she may have become forbidden to him during the period between the betrothal and the marriage; and Sunday was not designated, because the Sages were diligent in seeing to the welfare of the daughters of Israel, that they have three days of preparation for the wedding feast.