If you want to create the table with a column named as the first occurrence, you need to use dynamic sql. That's just wanting problems, IMHO.

Otherwise, you could do this:

IF OBJECT_ID(N'tempdb..#updatecontractdetailtable') IS NOT NULL

DROP table #updatecontractdetailtable;

SELECT programID,

Stationid,

CASE WHEN Monday = 1 THEN 'Monday'

WHEN Tuesday = 1 THEN 'Tuesday'

WHEN Wednesday = 1 THEN 'Wednesday'

WHEN Thursday = 1 THEN 'Thursday'

WHEN friday = 1 THEN 'Friday'

WHEN saturday = 1 THEN 'Saturday'

WHEN sunday = 1 THEN 'Sunday'

END AS FirstDay,

StartTime,

contractheaderid,

DelaySeconds

into #updatecontractdetailtable

from ContractDetail

ORDER BY programid,Stationid;