In a planned test of the drilling system on the Curiosity rover, NASA scientists drilled a 0.8 inch deep hole into a Martian rock named "John Klein." The hole is 0.63 inches across.
They are still prepping for a full on drilling, which will extract rock dust from the inside of a Mars rock, and send it off to the rover's onboard lab for testing. They will inspect this hole and the dust it has created to ensure that a similar drilling would create a good sample for the machines. In particular, they are looking at the size and texture of the dust particles.
If they look good, the rover will pick a nearby spot on the same rock to do its first full drilling, the first time anyone has ever drilled a rock on Mars and analyzed a sample.
See the hole, which they've named "Sweet Baby Drill Hole" here:
NASA/JPL-Caltech/MSSS
After an activity called the "mini drill test" by NASA's Mars rover Curiosity, the rover's Mars Hand Lens Imager (MAHLI) camera recorded this close-up view of the results during the 180th Martian day, or sol, of the rover's work on Mars (Feb. 6, 2013).