Generally most of the little holes in walls that you will want to hide from view are from old nails or screw holes . lLuckily these are easily filled as a DIY task using common filler  and a bit of time and effort .
Preparation
To start, you should use your vacuum cleaner to clear out any plaster dust and rubble from the hole. This is important . A clean dry surface is essential to achieving a smooth, invisible finish.
You can now fill the hole with some cheap pre-mixed filler, applied with a trowel or damp finger. Filler such as Polyfilla (or similar) comes in pots, in plastic tubes or as a sachet of powder which you mix up with water yourself. Although this is the cheapest way to do it I generally opt for the tubes, simply because they are the most convenient. They come in 150 and 330ml sizes . Larger holes used to mean smearing a thin layer of filler, then waiting hours for it to dry and then adding another layer (and perhaps another) until the hole was filled. Nowadays there are lightweight non-sagging fillers that may cost a little more than the original formula , but mean a very quick job. Whichever type you decide upon , a damp finger can smooth the spackle . If when it is dry to the touch you find you have left a small lump, do not panic . Polyfilla can be very easily smoothed to a flat surface using a piece of sandpaper. Warning: Wear a mask. Plaster dust is bad for the lungs !!!
Bigger Holes
If the hole in your wall is much bigger than a screw hole, then things may be a little more complex . A tennis ball-sized hole is still just about considered to be a job you can do yourself. You will need to clean up the edges of the hole with a bolster chisel and club hammer. Remove loose plaster and get a nice even square to fix. If there is brickwork behind the plaster, then a small bag of plaster can be mixed with water and applied with a trowel. A sweeping action with the back of the trowel or a float is all you need to fix the plaster to the wall. If it falls off, the plaster is mixed incorrectly or you are laying it on too thick. Once this is dry, you can skim with a thin layer of finishing plaster. To get a really smooth, glassy finish, just wet your float and continue smoothing the surface every 20 minutes or so for an hour or two. The first time you try you may think this ‘Do It Yourself’ task is beyond you, but once you have done it once it is easy.
The right time to stop
If there is a cavity behind the hole …well this is where I usually pick up the Blackberry and call Ian, my local plasterer in Berkshire, who is a real professional . I am an amateur and know when I have reached the limits of my ability.