Narrated Jabir bin ‘Abdullah:
On the day of the Battle of Uhud, my father was brought and he had been mayhemed and was placed in front of Allah’s Apostle and a sheet was over him. I went intending to uncover my father but my people forbade me; again I wanted to uncover him but my people forbade me. Allah’s Apostle gave his order and he was shifted away. At that time he heard the voice of a crying woman and asked, “Who is this?” They said, “It is the daughter or the sister of Amr.” He said, “Why does she weep? (or let her stop weeping), for the angels had been shading him with their wings till he (i.e. the body of the martyr) was shifted away.”
Exactly. Why cry when you know that person is having a great time in the other world (barzakh)?
With regard to the life of the martyrs with their Lord, it is the life of al-Barzakh, where their Lord honours them with the delights of Paradise, where their position varies according to their deeds and intentions in this world.
Allaah says (interpretation of the meaning):
169. Think not of those as dead who are killed in the way of Allaah. Nay, they are alive, with their Lord, and they have provision.
170. They rejoice in what Allaah has bestowed upon them of His Bounty and rejoice for the sake of those who have not yet joined them, but are left behind (not yet martyred) that on them no fear shall come, nor shall they grieve.
171. They rejoice in a grace and a bounty from Allaah, and that Allaah will not waste the reward of the believers.
[Aal ‘Imraan 3:169-171]
“And say not of those who are killed in the way of Allaah, ‘They are dead.’ Nay, they are living, but you perceive (it) not”
Shaykh Ibn ‘Uthaymeen said:
What is meant is that they are alive with their Lord, as it says in the verse from Aal ‘Imraan, but it is the life of al-barzakh and we do not know how it is. They have no need for food, drink or air, hence Allaah says “but you perceive (it) not” i.e., you do not perceive that they are living, because it is the life of al-barzakh in the unseen. If Allaah had not told us about it we would have no knowledge of it.
Another thing we learn from the verse is that the martyrs are alive, but it is the life of al-barzakh which is nothing like life in this world, rather it is better and greater, but we do not know how it is. End quote.
Tafseer Soorat al-Baqarah (2/176, 177).
Ibn Rajab al-Hanbali (may Allaah have mercy on him) said, under the heading: Chapter on the location of the souls of the dead in al-Barzakh:
As for the martyrs, most of the scholars are of the view that they are in Paradise. There are many ahaadeeth which speak of that.
In Saheeh Muslim (1887) it is narrated that Masrooq said: We asked ‘Abd-Allaah ibn Mas’ood about this verse: “Think not of those as dead who are killed in the way of Allaah . Nay, they are alive, with their Lord, and they have provision” [Aal ‘Imraan 3:169]. He said: We also asked about that, and he (the Prophet (peace and blessings of Allaah be upon him)) said: “Their souls are in the crops of green birds, which have lamps hanging from the Throne, and they roam freely wherever they want in Paradise, then they return to those lamps…”
Imam Ahmad, Abu Dawood and al-Haakim narrated, in a report that was classed as hasan by al-Albaani in Saheeh al-Targheeb (1379), from Sa’eed ibn Jubayr, that Ibn ‘Abbaas said: The Messenger of Allaah (peace and blessings of Allaah be upon him) said: “When your brethren were slain at Uhud, your Lord put their souls in the crops of green birds that go to the rivers of Paradise and eat of its fruits, then they go back to lamps of gold that are hanging in the shade of the Throne. When they find their food and drink and abode they said: Who will convey to our brethren that we are alive in Paradise and receiving provision, so that they will not give up fighting or turn away from jihad? And Allaah said: I shall tell them about you. Then Allaah, may He be exalted, revealed the verse: ‘Think not of those as dead who are killed in the way of Allaah . Nay, they are alive, with their Lord, and they have provision’ [Aal ‘Imraan 3:169].”
Al-Tirmidhi and al-Haakim narrated, in a report that was classed as saheeh by al-Albaani in Saheeh al-Targheeb (13762) from Ibn ‘Abbaas that the Prophet (peace and blessings of Allaah be upon him) said: “I saw Ja’far ibn Abi Taalib as an angel flying in Paradise with the angels, with two wings.” End quote.
Ahwaal al-Quboor (p. 92-104).
[Taken from IslamQA]
To know more about martyrdom, its degrees and types, go through this link.