Stephen, filled with the Holy Spirit, looked up intently to heaven and saw the glory of God and Jesus standing at the right hand of God, and he said, “Behold, I see the heavens opened and the Son of Man standing at the right hand of God.” But they cried out in a loud voice, covered their ears, and rushed upon him together. They threw him out of the city, and began to stone him. The witnesses laid down their cloaks at the feet of a young man named Saul.   As they were stoning Stephen, he called out “Lord Jesus, receive my spirit.” (Acts 6:8-10; 7:54-59)
https://bible.usccb.org/bible/readings/122622.cfm
Among all the martyrs, Saint Stephen has pride of place. Martyrdom was considered a saint’s “birthday” into heaven. And so, the feast day of Saint Stephen, the first martyr, follows the birthday of the Savior.