You can use a combination of unix_timestamp, and from_unixtime UDFs.
from_unixtime(unix_timestamp(col), 'EEEE')
If you check the documentation for SimpleDateFormat, which from_unixtime uses, you can see that "EEEE" is the code for the full name of the day of the week. "EEE" gets you the abbreviated version, i.e. "Sun" or "Mon".