From the form I verb شَهِدَ (šahida, “to witness, to bear witness”), from the root ش ه د (š h d). Semantic evolution from "witness" to "martyr" is probably calqued from Ancient Greek μάρτυς (mártus). Cognate with Hebrew שָׂהֵד (sahéd).
Practice speaking and memorizing "شهيد" and many other words and sentences in Arabic.