Why Do We Keep Saturday Instead of Sunday?

We keep Saturday (Sabbath) as the day of worship because that is what the bible says to do. It was first instituted by God during the creation week and is one of the 10 Commandments.

"And on the seventh day God ended his work which he had made; and he rested on the seventh day from all his work which he had made. And God blessed the seventh day, and sanctified it: because that in it he had rested from all his work which God created and made." Genesis 2: 2-3.

"Remember the sabbath day, to keep it holy. Six days shalt thou labour, and do all thy work: But the seventh day is the sabbath of the LORD thy God: in it thou shalt not do any work, thou, nor thy son, nor thy daughter, thy manservant, nor thy maidservant, nor thy cattle, nor thy stranger that is within thy gates: For in six days the LORD made heaven and earth, the sea, and all that in them is, and rested the seventh day: wherefore the LORD blessed the sabbath day, and hallowed it." Exodus 20: 8-11.

Nowhere in the New Testament does it say that we should keep Sunday as the day of worship. In fact, there is no mention of the word "Sunday" anywhere in the bible. It was Jesus' custom to keep the Sabbath and all of the apostles kept Sabbath, including Paul.
 

When did people start worshiping on Sunday?

According to both the Encyclopedia Britannica and Wikipedia, the day of worship was changed from Sabbath to Sunday by Emperor Constantine in 321 A.D. From there, it was adopted by the Catholic church and has been kept by them ever since.

Even the Catholic church says that Sunday is Not the sabbath. In this article, they try very hard to justify why they keep Sunday as the day of worship, but none of what they say is in the bible. Here's a direct quote from them:

'One of the most appealing teachings of the Seventh-day Adventist denomination is their insistence that Christians must obey the Ten Commandments . . . all ten of them. They rightly expose the errant thinking among many Protestant Christian sects that claims, 'We don’t have to keep the Ten Commandments for salvation anymore.'"

Nothing has changed. In their book Rome's Challenge, written in 1983, they write on pages 4-5:

'The Adventists are the only body of Christians with the Bible as their teacher, who can find no warrant in its pages for the change of day from the seventh to the first. Hence their appellation, "Seventh-day Adventists." Their cardinal principle consists in setting apart Saturday for the exclusive worship of God, in conformity with the positive command of God himself, repeatedly reiterated in the sacred books of the Old and New Testaments, literally obeyed by the children of Israel for thousands of years to this day, and indorsed by the teaching and practice of the Son of God whilst on earth.

Per contra, the Protestants of the world, the Adventists excepted, with the same Bible as their cherished and sole infallible teacher, by their practice, since their appearance in the sixteenth century, with the time-honored practice of the Jewish people before their eyes, have rejected the day named for his worship by God, and assumed, in apparent contradiction of his command, a day for his worship never once referred to for that purpose, in the pages of that Sacred Volume.'

For a far more in-depth explanation, visit Sabbath Truth and What Adventists Believe about the Sabbath.