The character who initially makes an allusion to Master Ridley is the old woman who burns with her books. While her house is burning, she says:
"Play the man, Master Ridley, we shall this day light such a candle, by God's grace, in England, as I trust shall never be put out" (pg 36)
Later, Captain Beatty will tell Montag (pg. 40):
A man named Latimer said that to a man named Nicholas Ridley, as they were being burnt alive at Oxford, for heresy, on October 16, 1555.
Nicholas Ridley was the English Bishop of London for the Anglican church. He supported the movement to place Lady Jane Grey on the throne when King Edward died. However, when Mary, the daughter of Henry VIII and Catherine of Aragon, was placed on the throne, he was arrested, tried, and burned at the stake with Hugh Latimer in 1555. He was one of the Oxford martyrs that were burned at the stake for heresy. By all accounts it was an extremely difficult death because the fire was not properly built. These words were supposedly said by Latimer to Ridley during their execution.