Ceiling Hole in Closet, Sprinkler? Light? What is it?
This looks like a concealed fire sprinkler head that doesn't have the finish trim installed on it.  The sprinkler on the left of the image is complete with the flat trim.

In this type of device, the exposed metal plate is made of a metal that melts at very low temperatures.  The fire melts the metal, and the sprinkler activates.



Similar: http://www.watts.com/pages/_products_details.asp?pid=7441

You should be very careful with the device.  Do not touch it or poke it.  Since it is in a closet, the installers probably just didn't bother installing the trim, or saved the trim to use later if another more visible unit was damaged.