Let's begin with the first Gospel. Matthew writes...
Matthew 28:1 "In the end of the sabbath, as it began to dawn toward the first day of the week, came Mary Magdalene and the other Mary to see the sepulchre"
Here we have some very interesting proof that the Sabbath could not possibly be the first day of the week. According to this record the Sabbath was ending when the first day was beginning. They are two successive days. Based on Scripture no one could truthfully call Sunday the Sabbath. It would be both confusing and unbiblical.
The substance of Matthew's testimony is simply that the women came at dawn on the day following the Sabbath and found that Jesus was already risen. This harmonizes perfectly with the next Gospel, which adds a few more details. Notice that Mark equates the dawn with "the rising of the sun". He wrote...
Mark 16:1–3 "1 And when the sabbath was past, Mary Magdalene, and Mary the mother of James, and Salome, had bought sweet spices, that they might come and anoint him. 2 And very early in the morning the first day of the week, they came unto the sepulchre at the rising of the sun. 3 And they said among themselves, Who shall roll us away the stone from the door of the sepulchre?"
These parallel Gospel accounts clear up a common misconception that has arisen over the meaning of Matthew's words "as it began to dawn toward the first day of the week". Some have interpreted this to be just before sundown on Saturday evening. Since the Hebrew reckoning would establish the end of the Sabbath at sunset, they assume that the women came just before the first day was ushered in at sundown.
Here we see the value of comparing text with text. Mark's words make it impossible to hold the view that the women came Saturday night and found the tomb empty. He lists the very same women as coming at sunrise Sunday morning, but they were asking the question, "Who shall roll us away the stone?". Obviously, if they had been there the night before and discovered an empty tomb, they would have known that the stone was already removed from the door. Thus, we can understand clearly that Matthew's "dawn" is referring to the early morning visit at sunrise on Sunday morning.
The third New Testament reference to the first day is a simple narrative statement in Mark 16:9:
Mark 16:9 "Now when Jesus was risen early the first day of the week, he appeared first to Mary Magdalene, out of whom he had cast seven devils."
Little comment is needed here, because the verse is only repeating the same story of the resurrection early on Sunday morning. The important thing to note is that nothing is said in any of these texts about the first day of the week being holy. There is no intimation of anyone observing the day in honour of the resurrection.