In 1582, the Gregorian calendar was introduced in Italy and other Catholic countries (Oct. 5 became Oct. 15); Britain and its colonies did not adopt until years later.

The last day of the Julian calendar was Thursday, 4 October 1582 and this was followed by the first day of the Gregorian calendar, Friday, 15 October 1582 (the cycle of weekdays was not affected).

http://en.wikipedia.org/wiki/Gregorian_calendar