A Manual on the Christian Sabbath, by John Holmes Agnew, will help to answer that question. Originally lectures to students at Washington College (now Washington and Lee College) in Lexington, Virginia, this work covers the perpetual obligation of Christians to observe the Lord’s day, the design of the day, the blessings and usefulness of the day, and our duties on the day. Worth the price of the book (or rather, the download!) is a Packer-esque introduction by Samuel Miller.

The 19th century has much to teach us about the Sabbath day; this volume, with Miller’s introduction, is a good place to begin.