“And unto the angel of the church in Smyrna write; These things saith the first and the last, which was dead, and is alive;” (Revelations 2:8)
Jesus starts each message to the different churches by emphasizing something about his own character that was already described in the first chapter of Revelations – that particularly applies to them.
“I am Alpha and Omega, the beginning and the ending, saith the Lord, which is, and which was, and which is to come, the Almighty.” (Revelations 1:8)
And so, he starts his letter to the church in Smyrna by emphasizing these truths: he has always been, and he is “the first and the last” – he is all to them and the only thing that really matters. He alone has all authority and power, and he was dead, but is now alive. He does this to comfort them concerning where their real hope is because many of these saints of the church of Smyrna will have to go through the same thing. Many of them will be persecuted and killed, but Jesus has all power and authority to raise them up.
This is why when Jesus was on earth he told his disciples:
“And I say unto you my friends, Be not afraid of them that kill the body, and after that have no more that they can do. But I will forewarn you whom ye shall fear: Fear him, which after he hath killed hath power to cast into hell; yea, I say unto you, Fear him.” (Luke 12:4-5)