What is Ash Wednesday?
Ash Wednesday is the first day of Lent. Its official name is “Day of Ashes,” so called because of the practice of rubbing ashes on one’s forehead in the sign of a cross. Since it is exactly 40 days (excluding Sundays) before Easter Sunday, it will always fall on a Wednesday—there cannot be an “Ash Thursday” or “Ash Monday.” The Bible never mentions Ash Wednesday—for that matter, it never mentions Lent.
Read more: http://www.gotquestions.org/Ash-Wednesday.html