Most of the time, this is a rendering artifact caused by the polygons having become concave. In that case you're seeing the back of a face, which means that (unless Tool >> Display Properties >> Double is turned on) the polygon is invisible. While turning Double on would make the polygon visible, this would also cause a performance hit. Instead, try a quick stroke with the Smooth brush.
In rare cases, an actual hole in the mesh can be created by Sculptris Pro. If that happens, use Tool >> Geometry >> Modify Geometry >> Close Holes to fix the mesh.