Whether it's a large or small dent, you can fill it with a painter's water-based filler. It comes in a small pot and can be applied with a putty knife or a plasterer's trowel. A deep dent must be filled layer upon layer, allowing the filler to dry in between coats. Apply each layer and smooth off the surface each time with a smooth, wet cloth, making sure the filler doesn't stand out from the wall surface. When the hole is nearly filled, sand off any rough, dry edges before applying the last smooth coat. Sand the final coat when it is dry so that no edges can be seen. Undercoat the patch with a sealer and then paint it the same colour as the wall.
Plasterboard has a paper lining on both sides, so holes are never neat. Using a cutting knife, neaten and clean up the edges of the hole.
Measure the width and height of the hole and cut a strip of thick, firm cardboard (or plasterboard if you have some) 10 mm narrower than the height and 50 mm longer than the width of the hole, to act as a patch behind the hole. Screw a screw through the patch material at its centre, leaving the head protruding enough that you can grip it well with your fingers (but also making sure that it is protruding less than the thickness of the wall material.
Holding the screw, gently slide one end of the patch into the hole, move it across until the other end can slip in too. If it's too long simply trim an end. When you know the patch fits, apply some quick-grip glue to each end of the patch. Slip the patch in again, centre it and gently pull the strip towards you so that the glue attaches the patch to the inside of the hole.
Allow the glue to dry. Buy a small pot of pre-mixed wall plaster.
Holding the screw to ease pressure on the glue, build up the edges of the hole with plaster, making sure none is left on the face of the wall.
This will firm up the attachment of the patch strip. Leave it to set for about an hour, then build up the hole, covering the screw, until the hole is just short of being full.
Allow the plaster to set. Sand any protruding or rough edges. Remove any dust. Apply the last coat of plaster (using a scraper that is wider than the hole) with a smooth, confident stroke. Don't worry if it is a little thick, as it is easy to sand off when dry.
Undercoat the plaster with sealer and paint the patch to match the wall.