The line "I always knew I was a martyr and Jesus was too" suggests a deep sense of sacrifice and self-awareness. In this context, the speaker may be expressing feelings of suffering or isolation, drawing a parallel between their own struggles and those of Jesus Christ, who is often seen as a figure of sacrifice and redemption.
The term "martyr" typically refers to someone who suffers or dies for their beliefs or causes, implying that the speaker feels a sense of duty or a calling that comes with personal cost. This line could reflect themes of loneliness, the burden of responsibility, or the idea that true conviction often leads to pain.
Overall, this lyric might be examining the complexity of faith, sacrifice, and the emotional turmoil of feeling misunderstood or alone in one's journey, much like the experiences attributed to Jesus.