OK, that helps.
But there still remains some gaps - specifically about identifying the file to change.
For example, you say 'any file... on the desktop'. Do you really mean any file? Most people I know have a smattering of files on their desktop. Maybe you're more organized than most, and that's OK. Just making sure.
Secondly, you started out describing a single file, but now it sounds like you want to be able to handle multiple files. Is that so?
Also, just for clarification: 'If I ran the script on Thursday, the filename would change to Thursday'
Does this mean that if you have a file 'DATA.jpg' and you run the script on Wednesday, it renames to 'Wednesday DATA.jpg'. If you then run the script again on Thursday, it changes to 'Thursday DATA.jpg'. That's a whole lot different from 'prefixing the current day name' which would ordinarily result in 'Thursday Wednesday DATA.jpg'.
You see, it's these kinds of details/corner cases that make the difference between a useful, working script and a hack. If you want to remove the existing day name then you have to do a whole lot more work. Not that it's impossible, but that wasn't clear in the original ask. It's also way past Automator's direct ability since it has very little conditional execution.
Fortunately, it is possible to do via AppleScript, and you can put the script in a 'Run AppleScript' action to get the desired result.
Here's a rough, barely tested, model in AppleScript:
-- list of day names to filter out
set day_names to {"Sunday", "Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday"}
-- get the current day name
set current_day to weekday of (get current date)
tell application "Finder"
-- get the files on the desktop
set files_to_rename to (get every file of (path to desktop))
-- loop through them
repeat with each_file in files_to_rename
-- extract the current file's name
set the_filename to name of each_file
-- check if it begins with a day name
if word 1 of the_filename is in day_names then
-- if it does, strip off the leading word
set base_name to characters (2 + (length of word 1 of the_filename)) through end of the_filename as text
else
-- otherwise go with the whole thing
set base_name to the_filename
end if
-- now construct the new file name by combining the current day and filename
set new_name to current_day & space & base_name as text
-- and rename the file
set name of each_file to new_name
end repeat
end tell
Paste this into a 'Run AppleScript' action, save your workflow as an application, then any time you run it, it will rename all the files on your desktop to include the current day name, stripping any leading day names on existing files.