Ridley had become one of Archbishop Thomas Cranmer's chaplains in 1537 and in 1538, became vicar of Herne, Kent. From 1540-1541, he served as one of King Henry VIII's chaplains and became Bishop of Rochester in 1547 - only to become Bishop of London in 1550! He had helped Cranmer with The Book of Common Prayer in 1548 and was also part of the commission that tried Stephen Gardiner and Edmund Bonner in 1549. Clearly, he had a very complex and successful career in reform, and was one of the most famous men of the Protestant Reformation in England. After the death of Edward VI, Ridley very openly proclaimed Lady Jane Grey queen and publicly preached about both Mary and Elizabeth Tudor being bastards. He was very evidently against the Catholic Mary - but he had no reason to be fearful of her, considering all signs were pointing in 1553 to Jane Grey being queen. As far as Ridley was concerned at the time, his career would continue to flourish under the young Protestant Queen's reign.
Hugh Latimer, similarly, was appointed Bishop of Worcester in 1535 but was forced to resign in 1539 when he opposed Henry VIII's Act of Six Articles - which were very conservative. During Edward VI's reign, he went on to become the court preacher and was chaplain to Catherine Brandon, Duchess of Suffolk. The same as Ridley, he would have felt no reason to fear Mary Tudor - as he would also have advocated Jane Grey as Queen and would have been confident in a continued Protestant rule.
On 16 October 1555, two years into Mary's reign, Nicholas Ridley and Hugh Latimer were led to the area which is now Broad Street, Oxford, where two stakes awaited them. Latimer's last comforting words to Ridley were, "Be of good comfort, Master Ridley, and play the man. We shall this day light such a candle, by God's grace, in England, as I trust shall never be put out." This very clearly shows Latimer's opinion that the two of them were martyrs for the Protestant faith - and indeed they were. Very sadly, although Latimer died quickly, Ridley was forced to suffer in the fire for almost an hour, according to contemporary reports. This was largely because the wood on the stake was damp and hampered the affects of the fire. His brother-in-law, who attended the execution, reportedly threw more faggots on the fire in an attempt to speed the burning (which apparently Ridley was begging for), though this only caused Ridley's lower parts to burn and cause excruciating and drawn-out pain.
Thomas Cranmer was forced to watch the executions, and he himself would burn at the stake in March of the following year. No doubt the suffering of Ridley would have terrified him.