I've always enjoyed eating cheese. Just getting that out of the way. I've never quite figured out why Swiss Cheese has holes! I mean, I can understand different shapes like round, square, triangular - though I can't quite fathom why swiss has holes, how they get there, etc
Those are called "Eyes" by cheese makers. The appear when bacteria convert lactic acid into propionic acid and carbon dioxide, or metabolise citrate.
These bacteria occur in dairy products, though they can also be added to the curd to get the characteristic eyes. See for example Propionibacterium freudenreichii on Wikipedia.