Qur'an:33:22 "The Believers said: 'This is what Allah and his Messenger promised us.' It added to their faith, obedience, and submission. Among the Believers are men who have been true to their covenant with Allah and have gone out for Jihad (holy fighting). Some have completed their vow to extreme (and have been martyred) fighting and dying in His Cause, and some are waiting, prepared for death in battle."

Muslim:C31B20N4645 "The Prophet said: 'Whoever cheerfully accepts Allah as his Lord, Islam as his Religion and Muhammad as his Apostle is necessarily entitled to enter Paradise.' Abu wondered at it and said: 'Messenger of Allah, repeat that for me.' He did that and said: 'There is another act which elevates the position of a man in Paradise to a grade one hundred (higher), and the elevation between one grade and the other is equal to the height of the heaven from the earth.' Abu said: 'What is that act?' He replied: 'Jihad in the Way of Allah! Jihad in Allah's Cause!'"

Bukhari:V4B52N53 "The Prophet said, 'Nobody who dies and finds Paradise would wish to come back to this life even if he were given the whole world and whatever is in it, except the martyr who, on seeing the superiority of martyrdom, would like to come back to get killed again in Allah's Cause.'"

Bukhari:V4B52N54 "The Prophet said, 'Were it not for the believers who do not want me to leave them, I would certainly and always go forth in army units setting out in Allah's Cause. I would love to be martyred in Allah's Cause and then get resurrected and then get martyred, and then get resurrected again and then get martyred and then get resurrected again and then get martyred.'"

And you wonder where they get it from