He wanted to die
Actually, he didn't really want to die: his goal was eternal life with Christ and faithfulness was the path.
The problem was that he was going to be forced to choose between faithfulness and death.
Needless to say, he was more than a little nervous.
In fact, he was afraid that he would fail, that he would deny his faith in order to save himself from a horrible death.
So, he prayed incessantly and also psyched himself up to stand firm. He wrote to the people he knew, telling them about the path he was on and asking them not to try to save him even if he should momentarily crack and beg them to intervene on his behalf.
As it turned out, he kept the faith and was strong to the end, even when he was fed alive to wild animals.
Ignatius, bishop of Antioch and faithful martyr for Christ, died horribly at the beginning of the second century A.D. and his memory is celebrated on this day.
(from an earlier post)