How to fix small holes in a wall caused by throwing darts?
The right answer is to fill them with spackling compound or taping compound.  

Spackle dries hard - applied with a putty knife and then has to be sanded to remove excess and flatten surface. There are various flavors including lightweight, fast drying, purple-stained until it dries, etc. 

Taping compound is also applied with a putty knife. It is water soluble and can be wiped with a sponge to level and remove excess (probably the easiest correct solution). Not as hard as spackle, but in a hole of that size, not an issue.  Slightly harder to get a perfectly smooth surface.

If you are really in a bind and cannot go out and buy the right stuff, a common quick fix is plain white toothpaste. It consists of about 50% aluminum hydroxide and/or calcium carbonate - the kind of stuff you find as filler in real fillers. Won't cause significant problems, but does not set up as firm as correct patches. Can be applied with a finger, a butter knife or whatever. Not pro, but fast.

All such patches will be white or off white. They may stand out unless painted (depending on wall color). Most of these fillers can be tinted but if painting will follow, not an issue.

SUPPLEMENT: Two other variants on spackle are painters' putty and painters' caulk. Both are less hard than traditional spackle and usually come in bigger containers or caulk gun tubes.