I've read &I heard on programmes that all the prophets & messengers of ALLAH(swt) are in Heaven/Janaah & also the Martyrs. So how comes the prophet Muhammad(saw) is the first human to be ressurected on judgement day when he asks the Angel waking him from death....., 'What day is it today'? To which the Angel replies it is judgement day the day promised by your Lord & mine.
The soul of the Dead prophets, along with the souls of the Martyrs and Salaheen since the day of Adam are in heaven. However, their bodies are not. This is referenced by the Prophet meeting the other Prophets during the Miraj: http://sunnah.com/muslim/1/323
The first person that will enter heaven soul and body will be the Prophet PBUH. Which also is referenced by this hadith:
وَحَدَّثَنِي عَمْرٌو النَّاقِدُ، وَزُهَيْرُ بْنُ حَرْبٍ، قَالاَ حَدَّثَنَا هَاشِمُ بْنُ الْقَاسِمِ، حَدَّثَنَا سُلَيْمَانُ بْنُ الْمُغِيرَةِ، عَنْ ثَابِتٍ، عَنْ أَنَسِ بْنِ مَالِكٍ، قَالَ قَالَ رَسُولُ اللَّهِ صلى الله عليه وسلم " آتِي بَابَ الْجَنَّةِ يَوْمَ الْقِيَامَةِ فَأَسْتَفْتِحُ فَيَقُولُ الْخَازِنُ مَنْ أَنْتَ فَأَقُولُ مُحَمَّدٌ . فَيَقُولُ بِكَ أُمِرْتُ لاَ أَفْتَحُ لأَحَدٍ قَبْلَكَ " .
The Messenger of Allah (ﷺ) said: I will come to the gate of Paradise on the Day of Resurrection. and would seek its opening. and the keeper would say: Who art thou? I would say: Muhammad. He would then say: It is for thee that I have been ordered, and not to open it for anyone before thee.