What lessons should we learn from the vision of martyrs and God's judgment in Revelation? In "Doctrinal Discussion" Don Englund suggests these conclusions:
What can this vast crowd of those “slain for the word of God, and for the testimony which they held” (Rev. 6:9) teach us? What can we learn from the outpouring of God's vengeance on a world that has rejected Him?
First, the martyrs teach us that the thing that matters most in life is faithfulness to God. These martyrs had not only been faithful to God but also to other human beings whom they had loved enough to testify to them of God's truth. … We may be repaid for our witness with death — and this is what happened to the souls John saw at the altar — but our love for others will impel us to speak up for the gospel. The martyrs in heaven are not taking care of the vengeance, but they are calling on God to handle it. …
Second, this passage teaches us that there will be an end of human history, and our Sovereign Lord will preside over this dramatic alteration of all things as we know them now. Just as the gospel is a leveler of men, the judgments at the end of the age will also be a leveler of mankind. Fake sources of security like money, power, nationality, influence, or freedom will carry no weight before God's judgment.
Source: Christ, the Triumphant Lord: Adult Teacher's Insights, pages 42-43.