A dream that you are a martyr is often a warning that you are behaving like a martyr in real life, that is, you are turning yourself into a victim and doing things because you feel obligated to do them, not because you want to do them.
This dream is telling you to stop and think about what you want in life, and whether catering to others needs while ignoring your own will help you to achieve your goals.
Your dream could also be suggesting that you should find other ways to gain the approval and respect of others.
If you dream that someone else you know is a martyr, you may feel that they are acting like victims in order to gain sympathy.
A religious martyr in a dream can represent excessive, fanatical behavior. Perhaps you have noticed this behavior in yourself or in another person.