So I just bought a Seiko Turtle with a 4R 36 movement and I'm having trouble setting the day of the week.  I'm not sure if I'm just missing it or if there is a problem with the watch.  I set it to Friday, the 31st as directed.  When I advance the hands to adjust the date, it goes to the first but it doesn't change from Friday.  I can keep going around and around until it gets to the second but the day doesn't change.  Am I doing something wrong?  Watch is fully wound.

when you pull the crown all the way out, you can change the time.  You can also change the date as you advance past midnight.

Push the crown in one click, and you can change the date and day without changing the time.  Turn the crown in one direction to set the date, turn the crown the opposite direction to change the day.

Not normal. Always be sure an automatic is not near midnight when adjusting the date, or you can cause problems. Turn it until the date rolls over, then go around again to noon and adjust it there.

The problem is that the day of the week is not advancing. The date advances but not the day of the week.

As previously stated, I know how to set the day and date to the previous day as the instructions state.  Once the previous day and date are set, you are supposed to set the current day and date by advancing the hours and minutes until the day and date roll over to the current date.  While the date is advancing, the day of the week is not. My cheap Timex is easy to set.

I have no idea why they are saying to set to the day before, never did it with mine or any other watch. I roll it over first to figure out where midnight is if the watch wasn't wound, then go at least past 6 to get to a safe area to set the date. If you are trying to set the date with the time close to midnight the date change function is engaged and it can damage it.

It is easy to set, but yours as I said is not working correctly. I don't have the 4r36 anymore, but I just rolled another Seiko over and the number changes first then the day changes immediately after (by 1). I'd return it.

I returned it.  I'm going to get one from a different vendor in a few days when I get back from a trip.