I have the same thing, as well. Pretty much every dermatologist I have been to told me that these are small hairs "trapped". I believe the condition is called "keratosis pilaris". This is a benigh condition and supposedly can be easily resolved (not cured) with a special cream that contains glycolic acid. I believe that I have seen something by Dermadoctor (thats the manufacturer) sold over the counter. I have not yet done anything about it as I have other health issues that are more pressing, but, perhaps, you can research this condition.
Best of health to you!