Well it depends what you were looking at when you closed your eyes. If you were looking at bright objects you would see black dots. This is known as a negative after image.Personally I don't see black dots when I close my eyes. I see white dots. I guess it depends on your perspective as to whether you see the black or the white as the dots. The reason that one sees white dots is due to "sparkles". Sparkles occur to the closed eye when the rods or cons are stimulated. This is usually due to pressure on the eye transferred to the rod and cone receptors. You can produce some neat sparkles by turning your head to the right and GENTLY pushing on left edge of your left closed eyelid. If you see black dots with you eyes open they are probably chains of dead red blood cells floating in the eye!

Hmm-When I close my eyes, I don't see black dots.We all see something though, even if it's just blackness. Our eyes don't stop working just because we close them (though our brains may ignore the signals). The eyelid itself is not uniform, so we may see ghostly images of the eye's blood vessels when we look at the light with our eyes closed. Another thing we see is after-images. If we look at something bright, we may see that shape after our eyes close. For an interesting experiment with
after-images, see
http://www.exploratorium.edu/publications/Snackbook/bird_in_cage/bird_in_cage.html