This sounds like homework or something similar, but I'm going to give you the benefit of the doubt on that one.
Try storing your day names in an array, it reduces the number of lines:
public static void main(String[] args)
{
final String[] days = new String[] { "Monday", "tuesday", "wednesday", "thursday", "friday", "Saturday", "Sunday" };
int day_of_week = 4;
try {
System.out.println(String.format("Today's %s!", days[day_of_week - 1]));
}
catch(IllegalArgumentException e) {
System.out.println("Invalid Data");
}
}
Hope this helps,
Fredrik