Abu Hurairah (ra) narrated: The Messenger of Allah (sal Allah alayhi wasalam) said:“The Shaheed feels nothing from the agony of death except like one of you would feel from a sting of an insect.” 301 [Tirmithi, al Nasa’i, Ibn Majah, al Bayhaqi, Ahmad and al Darimi]
In Majmoo’ al Lata’if it mentions that a man said:
“O Allah take my soul without me feeling any pain”
One day while he was walking in a farm he felt tired so he lay down to sleep.
Some nonbelievers approached him and cut off his head.
One of his friends saw him in a dream and asked him about himself.
He said: “I slept in a farm and when I opened my eyes, I was in Paradise!”
[Abdullah] Ibn al Mubarak mentions a similar story about two Muslim prisoners of war. They were threatened by the leader of the nonbelievers to give up their religion. When they refused he threw them in a container that had oil boiling for three consecutive days. Due to the extreme heat of the oil, shortly after they were thrown in it their bones stuck out from the surface.
Later on their brother saw them in a dream and asked them about their condition.They said:
“It was only that first dip into the boiling oil and then we went straight to al Firdaws!( the highest level of Paradise)”
