At approximately day 1

Thymic stroma forms.

Reference [PubMed Link]

West LJ. 2002 Sep-Oct. Defining critical windows in the development of the human immune system. Hum Exp Toxicol 21(9-10):499-505.

At approximately day 1

NK cells (natural killer) and B cells (bone marrow) develop in the liver.

Reference

Williams CB. 2003. Development of the immune system. In Rudolph’s Pediatrics 21st Edition, Rudolph CD & Rudolph AM, Editors. New York: McGraw-Hill.