At the mildest, they are the little bumps that you can see which are actually hairs grown in a curled fashion and have a little film of skin trapping them. Gentle exfoliation usually frees them and they pop up.
The worst case is when the hair just continues to grow under the skin and you get a huge spot (infected area). Which if you manage to do something about and get to the hair, you find that it’s an half an inch long or something when you pull it out. And they you have a huge lovely scar after the spot has healed.