You can't convert a day name to the date natively, because obviously its not really conclusive - do you mean the day just gone? or the next one to occur etc. So we error out

SQL> select to_date('THURSDAY','DAY') from dual;
select to_date('THURSDAY','DAY') from dual
               *
ERROR at line 1:
ORA-01835: day of week conflicts with Julian date

But if you want to match a candidate date with a day name, you could do some SQL to handle it

SQL> variable myday varchar2(10)
SQL> exec :myday := 'THURSDAY'

PL/SQL procedure successfully completed.

SQL>
SQL> with week as (
  2  select sysdate-rownum+1 dy,
  3         to_char(sysdate-rownum+1,'FMDAY') nm,
  4         case rownum
  5           when 1 then 'TODAY'
  6           when 2 then 'YESTERDAY'
  7           when 3 then 'DAY BEFORE YESTERDAY'
  8         end txt
  9  from dual
 10  connect by rownum < 7
 11  )
 12  select * from week where nm = :myday;

DY        NM                                   TXT
--------- ------------------------------------ ------------------
25-JUL-19 THURSDAY                             YESTERDAY