By listening without judgment and negativity you are giving your soldier something extremely valuable. It may seem insignificant, they are pouring out their soul to you and in doing so you can have a unique opportunity to help them reclaim what they lost on the battlefield.
Living through combat changes who we were. We may choose to remain in denial because if we can pretend to be who we were then we might not have to face who we have become.
Your soldier has chosen to look into their soul and share with you. When they delve into this abyss they experience it for the first time as well as you. In combat we have to compartmentalize all of the horrors of war due to our inability to process it, to do otherwise would get us killed.
By listening and giving them comfort they can begin to regain that part of the mind that has been ravaged by war. They are not proud of the things they will share with you. Do not tell them that you are proud of them in these moments for this is a judgment. Deep down they know it's not their fault, this to is a judgment.
They may blame themselves, guilt of surviving and leaving your battle buddy behind is a crippling cycle of incrimination and damnation.
Tell them soothing things that a mother would tell her son or daughter when he or she comes running home and crying. There, there. It's ok, it's ok. I am here for you. I love you. I am glad you made it home, etc. Also encouraging words or phrases; Uh huh, yeah, ok, go on, I'm listening, etc. can help encourage the veteran to go on. Silence can be an effective communicator of interest in listening.
Remember, this is more about the veteran. Let them lead the way and do not push them into talking when they would not be comfortable.
I hope this helped, if you want to understand why they do the things they do or what may be going on in their mind; browse my blog, I have poured my heart out in it and think that it closely resembles what many combat veterans think and feel.