Overruled. Days of the week, months, are all perfectly reasonable words as far as I am concerned - just because they start with a capital letter doesn't make them a proper noun (by my definition). Every seventh day is a Wednesday, it doesn't identify a specific day (or at least no more than one in seven). Christmas also starts with a capital, but it's still not a proper noun. Ash Wednesday is a proper noun, as would be Christmas Day or Easter Day.
By my reckoning a proper noun is one which identifies a specific example of one item out of a group of identical (or at least very similar items) by an arbitrary naming locally. You wouldn't know that bloke over there is called Dave unless somebody who knew him told you - but you know he's a male human without being told.
Does "Wednesday" not appear in the Scrabble dictionaries?