This article is from the The Religious Society of Friends FAQ, by Marc Mengel firstname.lastname@example.org with numerous contributions by others.
Early Friends made a big deal out of removing names of
Mythology figures (Greek, Roman, and Norse Gods) and such from
their speech. Thus the days of the week are referred to as
"First Day" through "Seventh Day" instead of Sunday through
Saturday, and "First Month" through "Twelfth Month" instead of
January through December. This notation is common in writings
like _The Journal of John Woolman_ and other classic Friends
Modern Friends are often not so picky, but Minutes of business
meetings, etc. often still refer to the days numerically, and
it is invariably called "First Day School" not "Sunday School"
at Quaker meetings in the US.
This can lead to some tricky phrasing when talking about the
second Sunday of May, which is of course the second First Day
of Fifth Month...