Maybe if you think of the planets (or Roman gods) that they refer to?
Llun = An old word for 'The Moon' (current word for the Moon is 'Y Lleuad)
Mawrth = Mars
Mercher = Mercury
Iau = Jupiter
Gwener = Venus
Sadwrn = Saturn
Sul = Sol; an old name for The Sun (Current name 'Yr Haul')
Also they are similar to the words in French/Spanish and Italian because of the similar Latin roots.
Hey! Llongyfarchiadau! Congratulations! I like watching and listening to things like the weather forecast, the traffic updates, and even (!) football, as the vocab is likely to be predictable, and the subject-area more defined. I can now listen for what the weather will be up to in the east, west, north, south, how many degrees celsius it's going to be...