Dots on character sheet indicate proficiency
The dot in the skills section is used to indicate the skills in which you have proficiency. Being proficient in a skill means you get to add your proficiency bonus as well as your relevant ability score bonus. You might also be interested in How do I calculate my skill modifier? for more information on how to determine the total bonus.
Proficiency Bonus is determined by your character level. Having the dot filled means you get to add it for the relative skill. At first level your proficiency bonus is +2. Wizards are proficient in Intelligence and Wisdom savings throws, which is how you get +6 and +3 respectively.
For example you have a +4 Intelligence bonus. Say you have proficiency in Intelligence (Arcana) you would fill in the dot for Arcana and roll +6 when the DM asks for an Arcana check. But for other Intelligence based skills, for example Intelligence (Nature), if you don't have proficiency you would only add +4 from your based Intelligence modifier.
Proficiency bonus increases as you level up. The reason we use a dot, instead of just calculating the number, is to remind you to update this skill modifier when your proficiency bonus changes. You can learn more about Proficiency Bonus and its advancement at later levels in the Basic Rules.