I know it might look naive but I have a very basic question. I have a three years of historic data which has weekly and annual seasonality. January first as my first data is on Wednesday so my time series starts from Wednesday not Monday. Does it affect on my forecasting model? I mean if the model considers the right seasonality for days of a week if the first point of my data is a day in the middle of the week not the first day of the week?(I saw that for monthly data series, the data always starts from January which is the begining of the season, should daily data sets follow the same logic and start from Monday?)
It normally shouldn't affect your forecasting model whether your weeks go from monday to sunday (most of Europe), from sunday to saturday (US?) or from wednesday to tuesday (your case). You might make sure that your model doesn't implicitely add something like a weekend effect.