The armies of heaven were following him, riding on white horses and dressed in fine linen, white and clean (Revelation 19:14).
Some see the "armies of heaven" to be angels and others a combination of angels and saints; however, the closest other reference to these armies is a few chapters earlier:
They will wage war against the Lamb, but the Lamb will triumph over them because he is Lord of lords and King of kings—and with him will be his called, chosen and faithful followers" (Revelation 17:14).
This seems to be a reference to saints rather than angels. What is more, we read,
Fine linen, bright and clean, was given her to wear.” (Fine linen stands for the righteous acts of God’s holy people.) (Revelation 19:8).
The reference to "fine linen, white and clean" in Revelation 19:14 seems to be the same as this reference in 19:8, which clearly associate the garment with the saints.
Now, the theological significance of this is that there has been no mention of any church saints in the Book of Revelation from the onset of the Tribulation Period to this point. Those who support the Pretribulational Rapture perspective argue that this absence of mention is because the church saints were raptured to heaven prior to the Tribulation (2 Thessalonians 4:13-18) and now comes with Christ in the final battle.
Whatever your eschatological perspective, this is a glorious future for believers. It reminds us that Christ will win the victory for us. Since our eternal future is secure, what do we have to worry about? Let us simply live day to day for Jesus, the Author and Finisher of our faith.