I am trying to say "last wednesday" in Latin; as in "Last Wednesday I went to the store." I think it might be something along the lines of Praeterita hebdomas, but want to double check this.
It seems an appropriate word is proximus. Thus, "Last Wednesday I went [in]to the shop" would be:
Proximo die Mercurii adii in tabernam
(where, as noted by Joonas, proximo die are in the ablative case, meaning a more literal translation would be something like "I went [to X] on last Wednesday", but in English the "on" is usually omitted).
Notice proximus is also used to indicate "next", but I think the verb alone indicates it is the past and so it is "last Wednesday" rather than "next Wednesday".