Try this:

Sub doit()

Cells(1, 1).Select
Do While True
  If ActiveCell.Value = Empty Then
     Exit Do  ' I am assuming there is always something in column A so you
use that
                'as the basis to do your search...
  End If
  If Cells(ActiveCell.Row, 1).Value = "Monday" Or Cells(ActiveCell.Row, 1)
= "Tuesday" Or Cells(ActiveCell.Row, 1).Value = "Wednesday" Then
       If Cells(ActiveCell.Row, 6).Value <> "NOT" Then
           
           Rows(ActiveCell.Row & ":" & ActiveCell.Row).Select
           Selection.Delete Shift:=xlUp
       Else
          Cells(ActiveCell.Row + 1, 1).Select
       End If
  Else
          Cells(ActiveCell.Row + 1, 1).Select
  End If
Loop

End Sub

lastrow = cells(rows.count,1).End(xlup).row
for i = lastrow to 2 step -1
 set r = cells(i,1)
 if r.Value = "Monday" or r.Value = "Tuesday" or _
    r.Value = "Wednesday" and r.offset(0,5).Value <> "NOT" then
     rows(i).Delete
 end if
Next i

Note the comparisons as written are case sensitive - this can be eliminated
by using compstr, instr  with the proper argument or

if lcase(r.value) = "monday"  . . .

as an example.