The phrase "first martyr" refers to the first person who dies for a cause or belief, usually in a violent way. They are often seen as a symbol of dedication and sacrifice for their beliefs. Full definition
Requiescat in pace, Father Jacques HamelMartyred at the church of St. Étienne, Named for the first martyr. (firstthings.com)
[26] Again, while being stoned to death, St. Stephen the first martyr offered himself up to Christ and prayed to God for his persecutors to be forgiven. (nakedpastor.com)
And so too with the particular election of these baby boys, which, according to the Church's tradition, at least, was an election to heaven as the first martyrs for Christ. (firstthings.com)