Hadeeth Qudsi 27:

On the authority of Masruq, whosaid:

We asked Abdullah (i.e. Ibn Masud)about this verse: And do not regard those who have been killed in thecause of Allah as dead, rather are they alive with their Lord, beingprovided for (Quran Chapter 3 Verse 169). He said: We asked about thatand the Prophet   said: Their souls are in the insides of greenbirds having lanterns suspended from the Throne, roaming freely inParadise where they please, then taking shelter in those lanterns. Sotheir Lord cast a glance at them (1) and said: Do you wish foranything? They said: What shall we wish for when we roam freely inParadise where we please? And thus did He do to them three times. Whenthey say that they would not be spared from being asked [again], theysaid: O Lord, we would like for You to put back our souls into ourbodies so that we might fight for Your sake once again. And when He sawthat they were not in need of anything they were let be i.e. at thosewho had been killed in the cause of Allah.

It was related by Muslim (alsoby at-Tirmidhi, an-Nasa’i and Ibn Majah).