Grey dot on scrollbar

Bookmarks.

One of several markers that you can enable, on mass, on the scrollbar under Tools | Options | Text Editor | {Language} | Scroll Bars | Show annotations over vertical scroll bar.

(Extensions can further extend this, eg. Productivity Power Tool's Match Margin adds indicators for search.)

VS 2015 docs for this are easily found.

In Visual Studio 2017, it corresponds with Error List - Messages. Usually it is a Naming rule violation:(definition), but, it could be any Message. Error List Window

Code Suggestions

A scenario I ran into was forgetting to capitalize my method.

Another suggestion I saw was a recommendation for improving how I initialized a collection.

When I select the line with the grey mark I can then try quick actions to view suggestions.