Revelation 20:4

Then I saw thrones, and seated on them were those to whom the authority to judge was committed. Also I saw the souls of those who had been beheaded for the testimony of Jesus and for the word of God, and those who had not worshiped the beast or its image and had not received its mark on their foreheads or their hands. They came to life and reigned with Christ for a thousand years.

The ones who come to life (who experience the first resurrection) are martyrs—the souls of those who had been beheaded—and those who oppose the world’s attempt to draw them away from the faith—those who had not worshipped the beast or its image. JFB says that this is the resurrection of all believers with martyrs being first because they have first honor due to suffering for their faith.  This seems correct to me.
The church through history has always honored those who have been killed for the faith, as well it should.  Being faithful unto a suffering death brings glory to the one to whom the martyr is being faithful, in this case: Jesus.