Friday.
Quote:
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It will be noted if one glances at a Shire Calendar, that the only weekday on which no month began was Friday. It thus became a jesting idiom in the Shire to speak of 'on Friday the first' when referring to a day that did not exist, or to a day on which very unlikely events such as the flying of pigs .... might occur.
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LotR, Appendix D: Shire Calendar,
footnote.