As its name suggests, Tab Progress Bar (free) adds a small blue bar to the top of Firefox tabs that shows page loading progress.
The thin bar fills in from the left to right and disappears when the page finishes loading. If you middle-click to open a link in a new tab, a progress bar on the new tab will let you know when it's loaded and ready to view.
The tiny, 6kb add-on requires no configuration and has no options; just install it and you're off. But keep in mind that it won't work with the Tab Mix Plus add-on, which already offers a similar feature (enable it in the add-on's Display option).
Pick up Tab Progress Bar if you only want its one small change, which makes Firefox a bit more intuitive and user-friendly. For an add-on that offers a similar option plus plenty of other new tab handling features, check out Tab Mix Plus.