That day; the particular day being referred to (sometimes meaning the very same day).
その日、学校は休みだったので友達と遊んだ。
That day the school was closed, so I hung out with friends.
結婚式はその日に行われた。
The wedding took place on that day.
彼に会ったのはその日が最後だった。
That day was the last time I met him.