It's a build-up of keratin (hair follicle) that can't make it's way out of the pores...like a pimple, except the keratin is hard.
There is no 'cure' but keeping the skin as moisturized as possible is a great help. Try avocado oil twice daily for a month to see if it helps. But you could try coconut oil or shea butter.

Hi OP - we have a great article on this that will help give you some more info about it - it's called What You Need To Know About Keratosis Pilaris