In Norse Mythology, Frigg is the wife of Odin and the goddess of love and fertility, patron of marriage, motherhood and women, symbolizes fertility, love, foresight, cunning, wisdom, and the moon, and she weaves the clouds. She is also the daughter of Fjorgyn and the mother of Balder, Tyr, Hoder, Hermod, and Bragi.
It is said she knows every person's future, but never reveals it to anyone, and spins the thread of fate. With this knowledge, she tried to prevent Balder's death by asking every object in nature for an oath not to harm her son, but she forgot to ask the mistletoe and Balder died from a fig made of mistletoe.
She resides in Asgard in the hall Fensalir ("Water Halls" or "The Ocean Halls") and is rumored to have had affairs with Ve and Vili. It is her job to represent the approachable side of Odin which he is unable to show. Her messenger is Gna, the messenger and traveler goddess, who rides the skies on the horse Hofvarpnir.
Since she is very similar to Freya, it is thought she could possibly be her in another form and Friday is possibly named after one or both of them. They are both mentioned one after another in Lokasenna when Loki reveals Frigg's affair while Odin was away which is the sort of behavior one might attribute to Freya and Frigg could simply be the persona Freya acquired when she married out the Vanir gods into the Aesir. She is also known as Frigga and is thought to also be called Saga as in the Prose Edda it is said that Saga was an Aesir goddess who lived in Sokkvabekk (Suken Hall) which can be compared to Fensalir. It is under this name she is mentioned with Odin in the Poetic Edda:
Sökkvabekk is the fourth, | where cool waves flow,
And amid their murmur it stands;
There daily do Othin | and Saga drink
In gladness from cups of gold.
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Grimnismol
Sources:
Cherry, Nicole. Frigg. 9 June 2004 <http://www.ugcs.caltech.edu/~cherryne/myth.cgi/Frigg.html>.
Frigg. Encyclopedia Mythica. 9 June 2004 <http://www.pantheon.org/articles/f/frigg.html>.