What did Jesus do on Ash Wednesday?
Jesus rode into Jerusalem on Ash Wednesday. He rode on a donkey
On the day before Ash Wednesday the leftover palms from last year's Palm Sunday are burned and the ashes are used on Ash Wednesday to 'anoint' the faithful. Palm Sunday is when people celebrate Jesus entering Jerusalem and ash Wednesday is when you use the left over palm leaves from palm Sunday. They are burnt to an ash and then in the mass the congregation is blessed with them.
Ash Wednesday is the first day of the period leading up to the celebration of the resurrection of Jesus (Easter). This period is known as Lent and is a time set aside for repenting of sins and growing in faith through personal sacrifice. Ash Wednesday occurs forty days before Easter in reference to the forty days Jesus spent in the wild after his baptism.