Updated June 15th, 2019.
For some reason, the default settings for the Date & Time preference panel don’t show day, date, and time in the menu bar. (Yes, I know you can click on the time to show everything. But I don’t want to click. I want it all in the menubar, viewable at a glance.)
It’s easy to turn everything on. Look in System Preferences for Date & Time, then click Clock, then turn on Show the day of the week and Show date.
So you get this:
Rather than this (the default):