These small circles which are formed in the lower back in men and women are called Apollo holes, or Venus holes, respectively.
They are located in a place where two bones connect the pelvis, and can be seen only in people who have this genetic predispositions or appropriate size ligaments. We cannot choose whether we have them or not, because it is simple the genetics.
They are a sign of good circulation and a healthy body. Also a great circulation is an important prerequisite for easier to achieve orgasm.