Encode the days of week as numeric variable I would like to understand if there is the possibility to encode the days of the week as a single numerical column to preserve the ordinal relationship between the days.
My task is a classification task.
So, something like this:

Monday: 0
Thrusday: 1
Wednesday: 2
...
Sunday: 6

I wouldn't use a one-hot encoding for this scenario because I would like to preserve the ordinal relationship between the days.
However, I don't know if this is an allowed approach or not.
The answer is as follows:
If you are using a Linear Regression Model - then it will assume that Sunday (6) is bigger (or carries more weight) than all other days in the week. If that assumption makes sense for your problem domain - you are fine.
If you are using a model such as Random Forests - then it doesn't really matter (meaning you are good). Random Forests are typically scale invariant - They do not assume higher weightage for large values - They will figure out how best to split up the numeric values (0 - 6) to meet your objective.