The origins come from the TV show Gilmore Girls. In season 1, after Rory and Dean have been miserable from the breakup, Rory attempts to get back together with him. While walking downtown with Lane on a Thursday afternoon, she decides to go into Doose's Market because Dean should be working there. However, she is dissappointed to find out Dean isn't there. She goes back outside to tell Lane he's probably moved on to a "Thursday afternoon girl."
LANE: How is that not good?
RORY: Because that means he's moved on.
LANE: What are you talking about?
RORY: Obviously he's met one of those Thursday afternoon girls.
LANE: What's a Thursday afternoon girl?
RORY: They're those slutty girls that get guys to switch their Thursday afternoons with another checkout guy so they can go do slutty Thursday afternoon things.