They were all celestial bodies. The rest just got more myth attached to them. The Norse names are all sort of kinda mostly the equivalents of the Roman counterparts, and those are famously where we get the names for the planets.

Sunday

Moonday

Mercuryday

Jupiterday

Venusday

Saturnday

Ther wasn't a great Norse version of Saturn, so it just kept its name. Even as it is, some of those conversions are pretty flimsy.