Kevin DeYoung gives a helpful introduction:
Like millions of Christians around the world, we will have a Maundy Thursday tonight. If you’ve never heard the term, it’s not Monday-Thursday (which always confused me as a kid), but Maundy Thursday, as in Mandatum Thursday. Mandatum is the Latin word for “command” or “mandate”, and the day is called Maundy Thursday because on the night before his death Jesus gave his disciples a new command. “A new commandment I give to you, that you love one another: just as I have loved you, you also are to love one another” (John 13:34).
At first it seems strange that Christ would call this a new command.