Unless we're talking about the days of the Holy Week, which are named Wielki/Wielka (Great) and capitalize the name of the day. Some other holy days that have the day of the week in the name are capitalized as well.
Am I the only one whose brain refuses to learn the difference between June and Thursday? And I would love to get a notification of an answer, but I haven't got email from duolingo in ages. Sigh. Someone please activate my notifications, please!!