Days of the week and months in Italian

Let's start with days of the week:

lunedì — Monday
martedì — Tuesday
mercoledì — Wednesday
giovedì — Thursday
venerdì — Friday
sabato — Saturday
domenica — Sunday

In Italian, all the names of days of the week are masculine. The only exception is domenica (Sunday) it's a feminine noun.

As a rule, we don't use the article before the names of days of the week.

For example:
Lunedì andiamo a Roma. – On Monday we're going to Rome.
Sabato siamo stati al ristorante. — On Saturday we went to the restaurant.
If there is a definite article in front of the day of the week, it indicates an action that is repeated regularly on that day.

For example:
Il lunedì andiamo a Roma. — On Mondays we go to Rome.
Il sabato sto al lavoro. — I'm at work on Saturdays. / I work on Saturdays.
If the name of the day is preceded by an indefinite article, it indicates a single action.

For example:
Una domenica ho incontrato Michele. —One Sunday I met Michele.
Un mercoledì siamo andati al lago. — One Wednesday we went to the lake.
We also don't use the preposition before the names of days of the week.
Let's continue with the names of the months:

gennaio — January
febbraio — February
marzo — March
aprile — April
maggio — May
giugno June
luglio — July
agosto — August
settembre — September
ottobre — October
novembre — November
dicembre — December

All the names of months in Italian are masculine.
To say "in January", "in March", etc. in Italian we use the preposition in or a.

For example:
in gennaio / a gennaio
in marzo / a marzo

The preposition in is quite formal, that's why in usual speech we use the preposition a. It's also possible to use the preposition di, but it's seldom used in Italian.
Sometimes we use the preposition nel (consisting of the preposition in + the definite article il / l ') before the name of the month when we are talking about a specific month and there is some kind of clarification associated with it.

For example:
nell'aprile dell'anno scorso — last April / in April last year