Why? Originally, the soup and pancakes came to be eaten as a filling tide-me-over before fasting on Fridays throughout pre-Reformation-era Scandinavia. As an inexpensive lunch that's easily prepared in large batches, the tradition stuck and today is served in lunch rooms across the country from primary schools to universities. Home cooks also still adhere to the simple Thursday lunch.
• Read much more about Finland's (and other Nordic countries') pea soup Thursdays at this Wikipedia entry.
The practice at first seemed to me a curiosity, but I came to look forward to the weekly pea soup ritual and still yearn for it a bit today. The foods are, in fact, a delicious combination!
Do you associate any particular foods or meals with days of the week? In what traditions are those associations rooted?