I've had this hole in the skin of my forehead for years. (photo)

The "hole" in your forehead looks like an enlarged pore, although it's hard to tell 100% from the photo. Attempting to fill the area might work, but it will need to be repeated. The other option is to cut out the pore and close the area. It will leave a small scar, but for most people the scar eventually fades and is less obvious than the shadow from a "hole". 

Dear nomenclature:An in-person evaluation should be able to determine if this is a simple scar, from, for example, chicken pox or acne, or the opening to a small cyst deeper in the skin. However, it appears to be relatively deep and I believe should be excised, along with any cyst that might be present beneath it, and closed with one or two very fine sutures.  Because of the location, any scarring should be minimal, and would definitely be an improvement over the current appearance. Scarring can be prevented by the use of a topical retinoid before and after the procedure, and if a scar still remains it can be treated with micro needling or laser. It should look great at the end of that.All the best,   Dr. Clark

It may be possible to treat with injectable filler. However, an in person consultation would be necessary to assess your options.