In contrast to what you may been told as a child, NO, the holes in cheese are not made by mice nibbling away at it. Cheese gets its hole-y appearance from the bacteria, which turns milk into cheese. These bacteria, once mixed with cow’s milk, turns it into curd.
The curd is then pressed and soaked in brine inside cheese mold’s, and later stored at high temperatures for it to ripen. This is when the bacteria starts its work, by consuming the lactic acid that is released during this process, and releasing carbon dioxide in the form of bubbles. These bubbles do not disappear, but instead form little air pockets, which results in the holes that we see in Swiss cheese.