You won't be able to sand rough plaster smooth typically. It's simply too hard for normal abrasives to smooth out.
Either drywall over it (which I didn't do when I had this problem), or you can skim coat the walls with joint compound, pole sand them, prime with a PVA primer sealer, and then paint.
I despise the plaster in our house and was only interested in making it look smooth for paint and not retain the old "plaster charm", so I didn't use plaster to repair old holes and dings (of which there were plenty of little ones and lots of big ones. To fill these, buy a product called durabond 90 (which is like heavy duty joint compound) fill the holes with it, and give them a day to harden before sanding. Don't go much longer than that before you sand, because this stuff gets hard as a rock and can be tough to sand after. Prime everything up after you fill, and the paint.
By the way- skimcoating is definitely messy and can suck if you don't know what you're doing. A drywall guy can probably knock it down for you in less than a quarter of the time it would take you to do it and probably for a very reasonable price.