What is the status of prophets in death?

I've read & heard on TV programs 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 resurrected 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.