They said that it is a sign of high cholesterol. You can get that checked just to be on the safe side. If they are hard lumps of sebum, do not squeeze them. Beautician or skin specialist can remove them surgically, it doesn't hurt. I wouldn't recommend you to do it by yourself if you can afford to have it done professionally.
Dear friend, I think you must resist the temptation to squeeze them, because this will hurt and possibly scar your skin, and it may introduce a nasty infection too. It is a common phenomenon. I don't know what caused them or why some people get them while others don't. But don't worry. Maybe it is just a sign of lack of sleep. But I still suggest you to go to the doctors, just to make sure.