Sometimes when I stare at a very bright thing such as the sky I see little dots. It's actually more of a circle with a little dot inside it. They are half-transparent and they move around a lot. When I first see them they tend to appear in a group out of nowhere. I have seen one that is gray and almost black. What is this?
You are probably seeing floaters.
Floaters are deposits of various size, shape, consistency, refractive index, and motility within the eye's vitreous humour, which is normally transparent. At a young age, the vitreous is transparent, but as one ages, imperfections gradually develop
You might as well be seeing Scheerer's phenomenon
The blue field entoptic phenomenon or Scheerer's phenomenon [..] is the appearance of tiny bright dots (nicknamed blue-sky sprites) moving quickly along squiggly lines in the visual field, especially when looking into bright blue light such as the sky.
Please have a look at the wikipedia article for more information.
I only now realize that your question is a duplicate of Seeing strange things in light