Saxo Odin =/= Mercury

5. 4. An outcome of this is that the days of the week, in their
appointed series, we think of under the names of these ‘gods’, since
the ancient Romans are known to have given them separate titles from
the names of their deities or from the seven planets. One gathers
plainly from this very nomenclature of days that the persons who
were honoured by our people were not the same as those the earliest
Romans called Jupiter and Mercury, or those whom Greece and
Rome accorded all the homage of superstition. What we call Thor’s or
Odin’s day is termed by them Jove’s or Mercury’s day. If we accept
that Thor is Jupiter and Odin Mercury, following the change of the
days’ designations, then it is clear proof that Jupiter was the son of
Mercury, provided we abide by the assertions of our countrymen,
whose common belief is that Thor was the child of Odin. As the
Romans hold to the opposite opinion and maintain that Mercury was
born of Jupiter, it follows that if their claim is undisputed, we must
realize that Thor and Jupiter, Odin and Mercury are different
personages.

5. 5. Some say that the ones adored by our nation only shared the
title of gods with those Greece or Italy used to honour, and that the
former borrowed both the name and their rites, being nearly
comparable with them in dignity. This is enough digression about
the deities of Denmark’s past; I have briefly brought these matters
into general notice to make clear to the reader what worship our
native land observed in its era of pagan superstition. Now I shall
return to the point where I departed from my subject.


- Gesta Danorum, Book VI