These holes have been on my palm for close to three years now and I don't know why these things keep appearing.
I have met several doctors about it but no one seem to have an idea.

Please doctors in the house should say something about this.

Sometimes they are painful and other times I don't feel any pain.

it's in mine too; its natural

wenson:
These holes have been on my palm for close to three years now and I don't know why these things keep appearing.
I have met several doctors about it but no one seem to have an idea.

Please doctors in the house should say something about this.

Sometimes they are painful and other times I don't feel any pain.

My friend, those? holes you see are pores through which dead skin tissues escape to the surface from beneath the palm. In many, the holes are much more tiny and function as sweat pores, in some others the holes are a little bigger than pin sized with regular extrusion of dead skin cells (just like pimples from the face).
Some school of thought have it down to genetics, some say it's down to alot of physical activities of the palms esp with manual labor or menial jobs.
The pain could occur when the holes get blocked such that the dead cells are trapped within.
.
Solution : You can use a paraffin based abrasive cream, otherwise, visit a dermatologist.