ok, go back and read verse 13.
Go back and read verse 1 to learn that all of Heb 11 is about a special faith. Now we may have faith in many things, but there is only faith in one that provides confidence and that we may be assure of.
1 Now faith is confidence in what we hope for and assurance about what we do not see.
Go back and read verse 4 to learn that faith in only one can make us righteous in God's eyes.
4 By faith Abel brought God a better offering than Cain did. By faith he was commended as righteous, when God spoke well of his offerings.
Go back and read verse 13 to learn that many things have been promised by God.
13 All these people were still living by faith when they died. They did not receive the things promised;
But your thread question is about the one special promise in verse 39. Your OP should have quoted verse 40 that finishes the sentence started in verse 39; for in verse 40 you would learn that the promise that is the source of our faith is the one that makes us perfect.
39 These were all commended for their faith, yet none of them received what had been promised, 40 since God had planned something better for us so that only together with us would they be made perfect.
It should be obvious what promise has made us perfect. It was the very first promise made to man.
Gen 3:15 And I will put enmity between you and the woman,
and between your offspring and hers;
he will crush your head,and you will strike his heel.”
The Jews waited many years for this promise and all hoped for a deliverer. Both Elizabeth and Mary rejoiced in the coming of the promised one.
Luke 1:41 When Elizabeth heard Mary’s greeting, the baby leaped in her womb, and Elizabeth was filled with the Holy Spirit. 42 In a loud voice she exclaimed: “Blessed are you among women, and blessed is the child you will bear! 43 But why am I so favored, that the mother of my Lord should come to me? 44 As soon as the sound of your greeting reached my ears, the baby in my womb leaped for joy. 45 Blessed is she who has believed that the Lord would fulfill his promises to her!”
46 And Mary said: “My soul glorifies the Lord
47 and my spirit rejoices in God my Savior,
48 for he has been mindful of the humble state of his servant.
From now on all generations will call me blessed,
54 He has helped his servant Israel,
remembering to be merciful
55 to Abraham and his descendants forever,
just as he promised our ancestors.”
This was even in the minds of the lowly Samaritans.
John 4:25 The woman said, “I know that Messiah” (called Christ) “is coming. When he comes, he will explain everything to us.” 26 Then Jesus declared, “I, the one speaking to you—I am he.”
This fulfills the promise that they would be taught by God.
John 6:45 It is written in the Prophets: ‘They will all be taught by God.’ Everyone who has heard the Father and learned from him comes to me[Jesus].
While God has given us many promises; the rainbow, resurrection, eternal life, ... there is only one promise that saves us and that we base our faith on.
16 For God so loved the world that he gave his one and only Son, that whoever believes in him shall not perish but have eternal life.