Don't know what view you selected as you didn't mention it. For either
the "Day/Week/Month" or "Day/Week/Month with AutoPreview" group view
modes (which were not customized), and regardless of selecting the
"Day", "Work Week", "Week", or "Month" views, I see the day of the week
(DOW) is included.
The top bar in the view pane which has "Calendar" at the left end and
the datestamp at the right end is missing the day of the week; however,
right below it should be a half-sized bar (part of the view for the
actual day, not the top navbar) should have "<dayofweek>, <month>
<day>".
The topbar might not be listing just a particular day. That depends on
the view you choose, like "Day/Week/Month" and "Day" is selected in the
toolbar; however the day of the week is still shown *within* the view of
that day (the pane listing the events).
Day/Week/Month grouping selected
Day view select
DOW is shown as title header in view pane
Day/Week/Month grouping selected
Week view selected
DOW is shown a title header in each column in view pane
Day/Week/Month grouping selected
Month view selected
DOW is shown at right end of title header for each day in view pane
So what grouping and view are you using where the DOW isn't shown? In
Control Panel -> Regional Settings (navigation for Windows XP, don't
know what OS you have), what is shown for the example "long date"
format? See
http://support.microsoft.com/kb/195663 (old and for OL2000
but still probably applies).