It's not weird at all anymore. Weekday weddings have become pretty normal, especially with how expensive Saturday slots got. Yeah, some guests might need to take time off, but most people understand that and will make it work if they care about being there. The ones who don't show because of a Friday? They probably weren't planning to travel anyway or had other priorities. You're unlikely to get genuine anger over the day itself.
The key is giving people plenty of notice - like, way more than you would for a Saturday wedding. Get those save-the-dates out early so folks can request time off work without scrambling. A lot of people actually prefer it because they can take Friday or Thursday off, enjoy the weekend after to recover, and don't have to rush back Sunday night. Your close family and real friends will adjust.
One thing that helps: keep the logistics simple. Maybe skip the huge rehearsal dinner the night before, or do it casual. Some couples do Friday afternoon ceremonies so people can leave work early instead of taking the whole day. Bottom line is your budget matters too, and if a weekday saves you thousands, that's money better spent on an actual nice event than on just having the "right" day.