Intercession of Martyrs and Saints
The first communities used to celebrate Eucharist on the graves of the martyrs. Those Christians, who suffered persecution and torture but survived, somehow were held in high esteem. They were called "confessors" as different from "martyrs" that had given their lives. The penitents (those excluded for long duration from the Eucharist for there sins) recurred at the "confessores" and these gave them a letter offering their suffering in substitution of the penitence of the sinners so that they were often speedily admitted again into the community.
If this valid for the communities than "a fortiori" with more reason you could ask the "martyrs" in heaven to do the same service. So they were the first to be invoked.
It is convenient to cite here a very ancient testimony that will help our protestant brothers. From the beginning the Christian community knew very well the difference between veneration and adoration. The author(s) of the Martyrdom of Polycarp wrote this:
"But when the adversary of the race of the righteous, the envious, malicious, and wicked one, perceived the impressive nature of his martyrdom, and [considered] the blameless life he had led from the beginning, and how he was now crowned with the wreath of immortality, having beyond dispute received his reward, he did his utmost that not the least memorial of him should be taken away by us, although many desired to do this, and to become possessors of his holy flesh.
For this end he suggested it to Nicetes, the father of Herod and brother of Alce, to go and entreat the governor not to give up his body to be buried, "lest," said he, "forsaking Him that was crucified, they begin to worship this one." This he said at the suggestion and urgent persuasion of the Jews, who also watched us, as we sought to take him out of the fire, being ignorant of this, that it is neither possible for us ever to forsake Christ, who suffered for the salvation of such as shall be saved throughout the whole world (the blameless one for sinners), nor to worship any other.
For Him indeed, as being the Son of God, we adore; but the martyrs, as disciples and followers of the Lord, we worthily love on account of their extraordinary affection towards their own King and Master, of whom may we also be made companions and fellow-disciples!"